wbfdm 1.56.3__py2.py3-none-any.whl → 1.56.5__py2.py3-none-any.whl

wbfdm/contrib/qa/dataloaders/market_data.py

@@ -169,20 +169,22 @@ class DatastreamMarketDataDataloader(MarketDataProtocol, Dataloader):
                 if MarketData.SHARES_OUTSTANDING in values:
                     row["outstanding_shares"] = (row["market_capitalization"] / row["close"]) if row["close"] else None
                 if target_currency:
-                    try:
-                        if target_currency == row["currency"]:
-                            fx_rate = 1.0
-                        else:
-                            fx_rate = fx_rates[f'{row["currency"]}{target_currency}'][row["valuation_date"]] or 1.0
-                        if apply_fx_rate:
-                            for e in MarketData:
-                                if e != MarketData.SHARES_OUTSTANDING and e.value in row and row[e.value]:
-                                    row[e.value] = row[e.value] * fx_rate
-                            row["currency"] = target_currency
-                        row["fx_rate"] = fx_rate
-                    except KeyError:
-                        # if we don't find the fx rate but we asked for it, we invalid that row and do not return it
-                        continue
+                    if target_currency == row["currency"]:
+                        fx_rate = 1.0
+                    else:
+                        currency_fx_rates = fx_rates[f'{row["currency"]}{target_currency}']
+                        try:
+                            fx_rate = currency_fx_rates[row["valuation_date"]] or 1.0
+                        except KeyError:
+                            max_idx = max(currency_fx_rates.keys())
+                            fx_rate = currency_fx_rates[max_idx]
+                    if apply_fx_rate:
+                        for e in MarketData:
+                            if e != MarketData.SHARES_OUTSTANDING and e.value in row and row[e.value]:
+                                row[e.value] = row[e.value] * fx_rate
+                        row["currency"] = target_currency
+                    row["fx_rate"] = fx_rate
+
                 yield row
 
             cursor.execute(MSSQLQuery.drop_table(mapping).get_sql())

wbfdm/models/instruments/querysets.py

@@ -253,6 +253,7 @@ class InstrumentQuerySet(QuerySet):
             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.replace([np.nan], None).to_dict("index").items()
             }, returns.replace([np.inf, -np.inf, np.nan], 0)

{wbfdm-1.56.3.dist-info → wbfdm-1.56.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wbfdm
-Version: 1.56.3
+Version: 1.56.5
 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-1.56.3.dist-info → wbfdm-1.56.5.dist-info}/RECORD

@@ -102,7 +102,7 @@ wbfdm/contrib/qa/dataloaders/adjustments.py,sha256=YAYAiCm71QjPt5dZwzezgCQpm5zRW
 wbfdm/contrib/qa/dataloaders/corporate_actions.py,sha256=NWk8OCem9niwY5mJCIR11_Wq2gVBbtcrAZedTpzQDYc,2964
 wbfdm/contrib/qa/dataloaders/financials.py,sha256=xUHpvhUkvmdPL_RyWCrs7XgChgTklX5qemmaXMedgkY,3475
 wbfdm/contrib/qa/dataloaders/fx_rates.py,sha256=IYkUV8_8Vmvm4_K9xJpz7VaTgjQUz0y4pb3KyaoiqCM,1985
-wbfdm/contrib/qa/dataloaders/market_data.py,sha256=whb3xE0A36xly2_bCImgesgYjETOwTYB1DVDXBRz2UI,8009
+wbfdm/contrib/qa/dataloaders/market_data.py,sha256=uKXFB9iGyRvsG1TWVOJWOWa7JvDKfnrwDsxxYKmUnBk,8027
 wbfdm/contrib/qa/dataloaders/officers.py,sha256=s3kW3sgsXuGE0T-TaZwxrF3YrUN-2v-_hN4ugupryic,2944
 wbfdm/contrib/qa/dataloaders/reporting_dates.py,sha256=q25ccB0pbGfLJLV1A1_AY1XYWJ_Fa10egY09L1J-C5A,2628
 wbfdm/contrib/qa/dataloaders/statements.py,sha256=6k8dDwJPLY6XE3G5ZA03_4wRvT7XduRsro4lzuAWCvM,10337
@@ -245,7 +245,7 @@ wbfdm/models/instruments/instrument_requests.py,sha256=XbpofRS8WHadHlTFjvXJyd0o7
 wbfdm/models/instruments/instruments.py,sha256=TbSOdQOzIcuS1KdPlFnpQmbrdv6NNzieQ26m-OoV-3Y,44551
 wbfdm/models/instruments/options.py,sha256=AW6mwvVL8IN9K6dEApJsGgDz7T8SBIxQrJvQZ804oas,7286
 wbfdm/models/instruments/private_equities.py,sha256=-MYXLLvcOO3JVvSpT2H_HxbQzZasipPUQyUgwoaW5xw,2275
-wbfdm/models/instruments/querysets.py,sha256=7r3pXNlpROkYgKc6gQH07RNeWX6jGeBAPUabUevE6Jo,11587
+wbfdm/models/instruments/querysets.py,sha256=AzVoTvsHo1NbV3dTD7MET6D5H-uTDLLb1oPqGTpUfSg,11588
 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
@@ -364,6 +364,6 @@ 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-1.56.3.dist-info/METADATA,sha256=Rcvb_X7ylot-ribNeQItujIi_-WOnRbHY1-Gyn8TUCw,768
-wbfdm-1.56.3.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
-wbfdm-1.56.3.dist-info/RECORD,,
+wbfdm-1.56.5.dist-info/METADATA,sha256=_I2cXd9RzHbXJiDQn3iZbgnY7QK2_SK2tNq9pvaoBdk,768
+wbfdm-1.56.5.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
+wbfdm-1.56.5.dist-info/RECORD,,