wbfdm 1.55.10rc0__tar.gz → 1.56.1__tar.gz

{wbfdm-1.55.10rc0 → wbfdm-1.56.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.55.10rc0
+Version: 1.56.1
 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-1.55.10rc0 → wbfdm-1.56.1}/wbfdm/contrib/qa/dataloaders/market_data.py

@@ -39,7 +39,7 @@ class DS2MarketData(Enum):
 
 
 class DatastreamMarketDataDataloader(MarketDataProtocol, Dataloader):
-    def market_data(
+    def market_data(  # noqa: C901
         self,
         values: list[MarketData] | None = None,
         from_date: date | None = None,

{wbfdm-1.55.10rc0 → wbfdm-1.56.1}/wbfdm/contrib/qa/sync/utils.py

@@ -148,12 +148,15 @@ def _delist_existing_duplicates(instrument: Instrument) -> None:
 
     for identifier_field in unique_identifiers:
         if identifier := getattr(instrument, identifier_field):
-            with suppress(Instrument.DoesNotExist):
-                duplicate = Instrument.objects.get(
-                    is_security=True, delisted_date__isnull=True, **{identifier_field: identifier}
-                )
-                duplicate.delisted_date = date.today() - timedelta(days=1)
-                duplicate.save()
+            if instrument.delisted_date:  # if delisted, we unset the identifier that can lead to constraint error
+                setattr(instrument, identifier_field, None)
+            else:
+                with suppress(Instrument.DoesNotExist):
+                    duplicate = Instrument.objects.get(
+                        is_security=True, delisted_date__isnull=True, **{identifier_field: identifier}
+                    )
+                    duplicate.delisted_date = date.today() - timedelta(days=1)
+                    duplicate.save()
 
 
 def _save_single_instrument(instrument: Instrument) -> None:
@@ -211,7 +214,7 @@ def _bulk_create_instruments_chunk(instruments: list[Instrument], update_unique_
         )
     except IntegrityError:
         # we caught an integrity error on the bulk save, so we try to save one by one
-        logger.info(
+        logger.error(
             "we detected an integrity error while bulk saving instruments. We save them one by one and delist the already existing instrument from the db if we can. "
         )
         for instrument in instruments:
@@ -290,7 +293,7 @@ def trigger_partial_update(
     else:
         with connections["qa"].cursor() as cursor:
             cursor.execute(
-                "SELECT MAX(last_user_update) FROM sys.dm_db_index_usage_stats WHERE OBJECT_NAME(object_id) = %S'",
+                "SELECT MAX(last_user_update) FROM sys.dm_db_index_usage_stats WHERE OBJECT_NAME(object_id) = %s'",
                 (table_change_name,),
             )
             max_last_updated_qa = (

{wbfdm-1.55.10rc0 → wbfdm-1.56.1}/wbfdm/filters/instrument_prices.py

@@ -26,7 +26,6 @@ class FakeDateRange(wb_filters.FilterSet):
 
 class InstrumentPriceFilterSet(wb_filters.FilterSet):
     date = wb_filters.FinancialPerformanceDateRangeFilter(
-        method=wb_filters.DateRangeFilter.base_date_range_filter_method,
         label="Date Range",
         required=True,
         clearable=False,

{wbfdm-1.55.10rc0 → wbfdm-1.56.1}/wbfdm/import_export/handlers/instrument.py

@@ -46,7 +46,7 @@ class InstrumentLookup:
         cache_key = self._get_cache_key(**kwargs)
         self.cache[cache_key] = instrument
 
-    def _lookup_security(
+    def _lookup_security(  # noqa: C901
         self,
         instrument_type=None,
         currency=None,
@@ -57,7 +57,6 @@ class InstrumentLookup:
         **identifiers,
     ):
         identifiers = {k: v for k, v in identifiers.items() if v is not None}
-
         instrument = None
 
         # We need to lookup ticker because some provider gives us ticker with or without space in it
@@ -113,33 +112,41 @@ class InstrumentLookup:
                     conditions.append(Q(**{f"{field}": field_value}))
                     if field == "isin":
                         conditions.append(Q(old_isins__contains=[field_value]))
+                    if field == "ticker":
+                        conditions.append(Q(ticker__regex=rf"^{field_value}([A-Za-z]?|\.?[A-Za-z])$"))
+                        conditions.append(Q(refinitiv_mnemonic_code=f"@{field_value}"))
+
             if conditions:
                 instruments = instruments.filter(reduce(operator.or_, conditions))
-
-            if currency:  # if currency is provides, we use it as validator
+            if (
+                currency and instruments.filter(currency=currency).exists()
+            ):  # if currency is provides, we use it as validator
                 instruments = instruments.filter(currency=currency)
-
             if exchange:
                 instruments_tmp = instruments.filter(exchange=exchange)
                 if instruments_tmp.exists():
                     instruments = instruments_tmp
+
             # last chance
             if name and instruments.count() > 1:
                 instruments = instruments.annotate(similarity_score=TrigramSimilarity("name", name))
                 if instruments.filter(similarity_score__gt=self.trigram_similarity_min_score).count() == 1:
                     instruments = instruments.filter(similarity_score__gt=self.trigram_similarity_min_score)
+
             if instruments.count() == 1:
                 instrument = instruments.first()
-            elif instrument_type and identifiers:
+            elif instrument_type and (name or identifiers):
                 # if instrument type was provided but we still didn't find the security, we try without the instrument type in case it was mislabeled
                 instrument = self._lookup_security(
                     only_investable_universe=only_investable_universe,
                     exact_lookup=exact_lookup,
                     currency=currency,
                     exchange=exchange,
+                    name=name,
                     **identifiers,
                 )
-            if not instrument and name and identifiers:
+            if not instrument and identifiers:
+                identifiers.pop(list(identifiers.keys())[0])
                 # Sometime, identifier provided emptied the queryset of possible instruments. In a last chance approach, we try to only look for security with the given name
                 instrument = self._lookup_security(
                     only_investable_universe=only_investable_universe,
@@ -148,6 +155,7 @@ class InstrumentLookup:
                     currency=currency,
                     exchange=exchange,
                     name=name,
+                    **identifiers,
                 )
         if instrument and only_investable_universe and not instrument.is_security and instrument.parent:
             instrument = instrument.parent

{wbfdm-1.55.10rc0 → wbfdm-1.56.1}/wbfdm/models/instruments/instruments.py

@@ -671,11 +671,11 @@ class Instrument(ComplexToStringMixin, TagModelMixin, ImportMixin, InstrumentPMS
             raise ValidationError("An instrument in the investable universe cannot have children")
         return self
 
-    def pre_save(self):
+    def pre_save(self):  # noqa: C901
         if self.instrument_type:
             self.is_security = self.instrument_type.is_security
-        if self.delisted_date:
-            self.is_security = False
+        # if self.delisted_date:
+        #     self.is_security = False
         if not self.name_repr:
             self.name_repr = self.name
         if not self.founded_year and self.inception_date:

{wbfdm-1.55.10rc0 → wbfdm-1.56.1}/wbfdm/viewsets/financial_analysis/statement_with_estimates.py

@@ -139,7 +139,7 @@ class StatementWithEstimatesPandasViewSet(InstrumentMixin, ExportPandasAPIViewSe
         return self.df.columns
 
     def get_ordering_fields(self):
-        return self.columns
+        return [x for x in self.columns if x != "progress"]
 
     @cached_property
     def year_columns(self):

{wbfdm-1.55.10rc0 → wbfdm-1.56.1}/wbfdm/viewsets/instruments/financials_analysis.py

@@ -118,7 +118,7 @@ class ValuationRatiosChartView(InstrumentMixin, viewsets.ChartViewSet):
     filterset_class = FinancialAnalysisValuationRatiosFilterSet
     LIST_DOCUMENTATION = "wbfdm/markdown/documentation/financial_analysis_instrument_ratios.md"
 
-    def get_plotly(self, queryset):
+    def get_plotly(self, queryset):  # noqa: C901
         # Set plotly as the default plotting lib
         pd.options.plotting.backend = "plotly"