wbfdm 1.55.5__tar.gz → 1.55.6__tar.gz

{wbfdm-1.55.5 → wbfdm-1.55.6}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.55.5
+Version: 1.55.6
 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-1.55.5 → wbfdm-1.55.6}/wbfdm/contrib/qa/jinja2/qa/sql/ibes/financials.sql

@@ -52,7 +52,7 @@ where
                 or (fin.ExpireDate is null and ExpireDate is null)
             )
     )
-
+    and fin.isParent = 'false'
     and fin.EstPermID in (
         {% for instrument in instruments %}
             {{ instrument }}{% if not loop.last %},{% endif %}

{wbfdm-1.55.5 → wbfdm-1.55.6}/wbfdm/contrib/qa/sync/utils.py

@@ -299,4 +299,7 @@ def trigger_partial_update(
                 for _, security_id in cursor.execute(
                     f"SELECT UpdateFlag_, {id_field} FROM {table_change_name}"
                 ).fetchall():
-                    update_or_create_item(security_id)
+                    try:
+                        update_or_create_item(security_id)
+                    except Exception as e:
+                        logger.error(f"Error updating instrument {security_id}: {e}")

{wbfdm-1.55.5 → wbfdm-1.55.6}/wbfdm/import_export/handlers/instrument.py

@@ -8,6 +8,7 @@ from django.contrib.postgres.search import TrigramSimilarity
 from django.core.exceptions import MultipleObjectsReturned
 from django.db import IntegrityError, models
 from django.db.models import Q
+from slugify import slugify
 from wbcore.contrib.currency.import_export.handlers import CurrencyImportHandler
 from wbcore.contrib.geography.models import Geography
 from wbcore.contrib.io.exceptions import DeserializationError
@@ -24,6 +25,7 @@ class InstrumentLookup:
         "refinitiv_mnemonic_code",
         "identifier",
         "ticker",
+        "currency",
     ]
 
     def __init__(self, model, trigram_similarity_min_score: float = 0.8):
@@ -33,10 +35,18 @@ class InstrumentLookup:
 
     @classmethod
     def _get_cache_key(cls, **data):
-        if data:
-            return "-".join([f"{k}:{data.get(k, None)}" for k in cls.ORDERED_KEYS if data.get(k, None) is not None])
+        return "-".join([f"{k}:{slugify(str(data[k]))}" for k in cls.ORDERED_KEYS if data.get(k, None) is not None])
 
-    def _lookup_instrument(
+    def _get_cache(self, **kwargs):
+        cache_key = self._get_cache_key(**kwargs)
+        if cache_key and cache_key in self.cache:
+            return self.cache[cache_key]
+
+    def _set_cache(self, instrument, **kwargs):
+        cache_key = self._get_cache_key(**kwargs)
+        self.cache[cache_key] = instrument
+
+    def _lookup_security(
         self,
         instrument_type=None,
         currency=None,
@@ -47,10 +57,6 @@ class InstrumentLookup:
         **identifiers,
     ):
         identifiers = {k: v for k, v in identifiers.items() if v is not None}
-        # General lookup, we try to gracefully find the instrument based on all available identifier fields
-        cache_key = self._get_cache_key(**identifiers)
-        if cache_key and cache_key in self.cache:
-            return self.cache[cache_key]
 
         instrument = None
 
@@ -126,7 +132,7 @@ class InstrumentLookup:
                 instrument = instruments.first()
             elif instrument_type and 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_instrument(
+                instrument = self._lookup_security(
                     only_investable_universe=only_investable_universe,
                     exact_lookup=exact_lookup,
                     currency=currency,
@@ -135,7 +141,7 @@ class InstrumentLookup:
                 )
             if not instrument and name and identifiers:
                 # 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_instrument(
+                instrument = self._lookup_security(
                     only_investable_universe=only_investable_universe,
                     exact_lookup=exact_lookup,
                     instrument_type=instrument_type,
@@ -143,27 +149,40 @@ class InstrumentLookup:
                     exchange=exchange,
                     name=name,
                 )
-        if instrument:
-            self.cache[cache_key] = instrument
+        if instrument and only_investable_universe and instrument.parent:
+            instrument = instrument.parent
         return instrument
 
+    def _lookup_quote(self, security, currency=None, exchange=None, **kwargs):
+        quotes = security.children.all()
+        if not quotes.exists():
+            return security
+        if quotes.count() == 1:
+            return quotes.first()
+        if exchange and quotes.filter(exchange=exchange).count() == 1:
+            return quotes.get(exchange=exchange)
+        if currency:
+            quotes = quotes.filter(currency=currency)
+        if quotes.count() == 1:
+            return quotes.first()
+        if quotes.filter(is_investable_universe=True).count() == 1:
+            return quotes.get(is_investable_universe=True)
+        return security.children.filter(is_primary=True).first()
+
     def lookup(self, only_security: bool = False, exact_lookup: bool = False, **lookup_kwargs):
         # To speed up lookup process, we try to get the quote from the investable universe first
-        security = self._lookup_instrument(only_investable_universe=True, exact_lookup=exact_lookup, **lookup_kwargs)
-        if not security:
-            security = self._lookup_instrument(
+        if instrument := self._get_cache(**lookup_kwargs):
+            return instrument
+        instrument = self._lookup_security(only_investable_universe=True, exact_lookup=exact_lookup, **lookup_kwargs)
+        if not instrument:
+            instrument = self._lookup_security(
                 only_investable_universe=False, exact_lookup=exact_lookup, **lookup_kwargs
             )
-        if not only_security and security:
-            quotes = security.children.all()
-            if quotes.exists():
-                # We try to find the quote for that security based on the given exchange (if provided). Otherwise, we default to the security primary exchange
-                exchange = lookup_kwargs.get("exchange")
-                if exchange and quotes.filter(exchange=exchange).exists():
-                    return quotes.filter(exchange=exchange).first()
-                else:
-                    return quotes.filter(is_primary=True).first()
-        return security
+        if not only_security and instrument:
+            instrument = self._lookup_quote(instrument, **lookup_kwargs)
+        if instrument:
+            self._set_cache(instrument, **lookup_kwargs)
+        return instrument
 
 
 class InstrumentImportHandler(ImportExportHandler):