wbfdm 1.54.3__py2.py3-none-any.whl → 1.54.5__py2.py3-none-any.whl

wbfdm/models/instruments/instruments.py

@@ -989,6 +989,10 @@ class Cash(Instrument):
 
     def save(self, *args, **kwargs):
         self.is_cash = True
+        self.dl_parameters["market_data"] = {
+            "path": "wbfdm.contrib.internal.dataloaders.market_data.MarketDataDataloader"
+        }
+
         super().save(*args, **kwargs)
 
     class Meta:

wbfdm/models/instruments/mixin/instruments.py

@@ -46,7 +46,10 @@ class InstrumentPMSMixin:
 
     def _build_dto(self, val_date: date, price_date_timedelta: int = 3) -> PriceDTO:  # for backward compatibility
         try:
-            price = self.valuations.get(date=val_date)
+            try:
+                price = self.valuations.get(date=val_date)
+            except InstrumentPrice.DoesNotExist:
+                price = self.prices.get(date=val_date)
             close = float(price.net_value)
             return PriceDTO(
                 pk=price.id,

wbfdm/tests/models/test_instruments.py

@@ -38,23 +38,25 @@ class TestInstrumentModel:
         assert res[0]["market_capitalization"] == price.market_capitalization
         assert res[0]["outstanding_shares"] == float(price.outstanding_shares)
 
-    def test_get_price(self, instrument_factory, instrument_price_factory):
+    def test_get_price(self, weekday, instrument_factory, instrument_price_factory):
         instrument = instrument_factory.create()
         other_instrument = instrument_factory.create()
-        price = instrument_price_factory.create(instrument=instrument)
-        price.refresh_from_db()
+        price_calculated = instrument_price_factory.create(date=weekday, instrument=instrument, calculated=True)
+
         instrument_price_factory.create(instrument=other_instrument)  # Noise
-        assert instrument.get_price(price.date) == float(price.net_value)
-        assert instrument.get_price((price.date + BDay(1)).date()) == float(price.net_value)
-        assert instrument.get_price((price.date + BDay(2)).date()) == float(price.net_value)
-        assert instrument.get_price((price.date + BDay(3)).date()) == float(price.net_value)
+        assert instrument.get_price(weekday) == float(price_calculated.net_value)
+        price_real = instrument_price_factory.create(date=weekday, instrument=instrument, calculated=False)
+        assert instrument.get_price(weekday) == float(price_real.net_value)  # we prioritize real price
+        assert instrument.get_price((weekday + BDay(1)).date()) == float(price_real.net_value)
+        assert instrument.get_price((weekday + BDay(2)).date()) == float(price_real.net_value)
+        assert instrument.get_price((weekday + BDay(3)).date()) == float(price_real.net_value)
         with pytest.raises(ValueError):
-            instrument.get_price((price.date + BDay(4)).date())  # for return the latest valid price 3 days earlier.
+            instrument.get_price((weekday + BDay(4)).date())  # for return the latest valid price 3 days earlier.
 
         # if the instrument is considered cash, we always return a value of 1
         instrument.is_cash = True
         instrument.save()
-        assert instrument.get_price(price.date) == Decimal(1)
+        assert instrument.get_price(weekday) == Decimal(1)
 
     def test_extract_daily_performance_df(self):
         tidx = pd.date_range("2016-07-01", periods=4, freq="B")

{wbfdm-1.54.3.dist-info → wbfdm-1.54.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.54.3
+Version: 1.54.5
 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-1.54.3.dist-info → wbfdm-1.54.5.dist-info}/RECORD

@@ -238,7 +238,7 @@ wbfdm/models/instruments/instrument_lists.py,sha256=GxfFyfYxEcJS36LAarHja49TOM8f
 wbfdm/models/instruments/instrument_prices.py,sha256=4xDZ2ulwQ1grVuznchz3m3920LTmHkxWfiSLy-c2u0g,22306
 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=3I7s5hHcIQcBKjVjF4go9SSTw3Kr1RX9vImYYctjszQ,44035
+wbfdm/models/instruments/instruments.py,sha256=N_g3yM5bajyo1tQBIeKkmQ4SdpPkUcEhKeEuTOJGwLw,44182
 wbfdm/models/instruments/options.py,sha256=hFprq7B5t4ctz8nVqzFsBEzftq_KDUSsSXl1zJyh7tE,7094
 wbfdm/models/instruments/private_equities.py,sha256=uzwZi8IkmCKAHVTxnuFya9tehx7kh57sTlTEi1ieDaM,2198
 wbfdm/models/instruments/querysets.py,sha256=zBY3lX_l0_gqIGjX4vkfn7DQ5QyF_okmIYZ6SV1Y6I4,7729
@@ -248,7 +248,7 @@ wbfdm/models/instruments/llm/create_instrument_news_relationships.py,sha256=f9MT
 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_serializer_fields.py,sha256=-OkpcUt1rZmB3nUcO2vckpJdVm8IxRqkPDEgcPqqoRU,68886
-wbfdm/models/instruments/mixin/instruments.py,sha256=W9v29cjST-5MAMMuXVnlH4ItdRTdoA_vMCkLUhQgW2s,9888
+wbfdm/models/instruments/mixin/instruments.py,sha256=BNcI1pnGQFjHHTx2qqzYnbfcJ_dq84OzO5g_uxxDOVI,10013
 wbfdm/serializers/__init__.py,sha256=AXb03RKHo6B0ts_IQOvx89n9wKG8pxiumYv9cr4EhvA,197
 wbfdm/serializers/esg.py,sha256=epoX8cjkPuVv45aW-Jf85-rSO_ZrSnXcTxMcadKdC-I,1086
 wbfdm/serializers/exchanges.py,sha256=wYvy0XBS9tRFHqin23gABQ_pj3Rmsx1B075SZ5GqwDo,1211
@@ -280,7 +280,7 @@ wbfdm/tests/models/test_classifications.py,sha256=f2aM9UyV54fkEncp-uewEdOc3_0D-i
 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_instruments.py,sha256=DCl73yP2n6hIBZWtXGr2H5UvYbVO_5iGN5lwGo3bgtk,9544
+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
 wbfdm/viewsets/__init__.py,sha256=ZM29X0-5AkSH2rzF_gKUI4FoaEWCcMTXPjruJ4Gi_x8,383
@@ -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-1.54.3.dist-info/METADATA,sha256=Va66JevcnIknLO3xjCAkgUOT1xMUYsw2A9plYI3aZOE,768
-wbfdm-1.54.3.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbfdm-1.54.3.dist-info/RECORD,,
+wbfdm-1.54.5.dist-info/METADATA,sha256=f2DXjGzPPVLrC04yFs9BiudySSdeC8UCr9BAJPRscQ4,768
+wbfdm-1.54.5.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbfdm-1.54.5.dist-info/RECORD,,