wbfdm 2.2.1__py2.py3-none-any.whl

wbfdm/enums.py

@@ -0,0 +1,657 @@
+from django.db.models import TextChoices
+from wbcore.utils.enum import ChoiceEnum
+
+
+class StatementType(ChoiceEnum):
+    INCOME_STATEMENT = "incomestatment"
+    BALANCE_SHEET = "balancesheet"
+    CASHFLOW_STATEMENT = "cashflowstatement"
+
+
+class MarketData(ChoiceEnum):
+    """This enum holds the datatypes about recurring periodic market data, usually daily such as pricing data"""
+
+    OPEN = "open"
+    CLOSE = "close"
+    HIGH = "high"
+    LOW = "low"
+    BID = "bid"
+    ASK = "ask"
+    VWAP = "vwap"
+    VOLUME = "volume"
+    SHARES_OUTSTANDING = "outstanding_shares"
+    MARKET_CAPITALIZATION = "market_capitalization"
+
+    @classmethod
+    def name_mapping(cls):
+        return {
+            cls.CLOSE.value: "Closing Price",
+            cls.MARKET_CAPITALIZATION.value: "Market Cap.",
+        }
+
+
+class Frequency(ChoiceEnum):
+    """This enum holds the information about the frequency of returned market data"""
+
+    DAILY = "daily"
+    WEEKLY = "weekly"
+    MONTHLY = "monthly"
+    QUARTERLY = "quarterly"
+    YEARLY = "yearly"
+
+
+class Financial(ChoiceEnum):
+    """This enum holds the datatypes about recurring financial data, such as revenue"""
+
+    REVENUE = "revenue"
+    TOTAL_OPERATING_EXPENSES = "operating_expenses"
+    OPERATING_INCOME = "operating_income"
+    GROSS_PROFIT = "gross_profit"
+    NET_INCOME_BEFORE_TAXES = "pbt"
+    NET_INCOME = "net_income"
+    EPS = "eps"
+    FREE_CASH_FLOW = "fcf"
+    EBITDA = "ebitda"
+    EBITDA_PER_SHARE = "ebitda_sh"
+    NET_DEBT = "net_debt"
+    ENTERPRISE_VALUE = "ev"
+    SHARES_OUTSTANDING = "outstanding_shares"
+    COST_OF_GOODS_SOLD = "cogs"
+    GROSS_PROFIT_MARGIN = "gross_profit_margin"
+    SELLING_MARKETING_EXPENSES = "selling_marketing_expenses"
+    SGA_EXPENSES = "sga_expenses"
+    GENERAL_ADMIN_EXPENSES = "general_admin_expenses"
+    RND_EXPENSES = "rnd_expenses"
+    STOCK_COMPENSATION = "stock_compensation"
+    DEPRECATION = "deprecation"
+    AMORTIZATION = "amortization"
+    EBIT = "ebit"
+    INTEREST_EXPENSE = "interest_expense"
+    TAX_PROVISION = "tax_provision"
+    TAX_RATE = "tax_rate"
+    EBITDA_REPORTED = "ebitda_reported"
+    NET_INCOME_BEFORE_TAXES_REPORTED = "pbt_reported"
+    NET_INCOME_REPORTED = "net_income_reported"
+    EPS_REPORTED = "eps_reported"
+    DIVIDEND_PER_SHARE = "dividend_per_share"
+    WORKING_CAPITAL = "working_capital"
+    INCOME_TAXES_PAID = "income_taxed_paid"
+    CASH_FLOW_FROM_OPERATIONS = "cash_flow_from_operations"
+    CAPEX = "capex"
+    CASH_FLOW_FROM_INVESTING = "cash_flow_from_investing"
+    FREE_CASH_FLOW_PER_SHARE = "fcf_per_share"
+    TOTAL_DIVIDENDS = "total_dividends"
+    CASH_FLOW_FROM_FINANCING = "cash_flow_from_financing"
+    CASH_FLOW_PER_SHARE = "cash_flow_per_share"
+    CASH_EQUIVALENTS = "cash_equivalents"
+    INVENTORY = "inventory"
+    CURRENT_ASSETS = "current_assets"
+    TOTAL_ASSETS = "total_assets"
+    CURRENT_LIABILITIES = "current_liabilities"
+    CURRENT_DEFERRED_REVENUE = "current_deferred_revenue"
+    TOTAL_DEBT = "total_debt"
+    SHAREHOLDERS_EQUITY = "shareholders_equity"
+    GOODWILL = "goodwill"
+    NET_ASSET_VALUE = "net_asset_value"
+    BOOK_VALUE_PER_SHARE = "book_value_per_share"
+    TANGIBLE_BOOK_VALUE_PER_SHARE = "tangible_book_value_per_share"
+    TANGIBLE_BOOK_VALUE = "tangible_book_value"
+    RETURN_ON_ASSETS = "roa"
+    RETURN_ON_CAPITAL = "roc"
+    RETURN_ON_INVESTED_CAPITAL = "roic"
+    RETURN_ON_EQUITY = "roe"
+
+    EMPLOYEES = "employees"
+    CASH_AND_SHORT_TERM_INVESTMENT = "cash_and_short_term_investment"
+    DILUTED_WEIGHTED_AVG_SHARES = "diluded_weighted_avg_shares"
+
+    @classmethod
+    def name_mapping(cls):
+        return {
+            cls.REVENUE.value: "Revenue",
+            cls.TOTAL_OPERATING_EXPENSES.value: "Total Operating Expenses",
+            cls.OPERATING_INCOME.value: "Operating Income",
+            cls.GROSS_PROFIT.value: "Gross Profit",
+            cls.NET_INCOME_BEFORE_TAXES.value: "Net Income Before Taxes",
+            cls.NET_INCOME.value: "Net Income",
+            cls.EPS.value: "EPS",
+            cls.FREE_CASH_FLOW.value: "Free Cash Flow",
+            cls.EBITDA.value: "EBITDA",
+            cls.EBITDA_PER_SHARE.value: "EBITDA per Share",
+            cls.NET_DEBT.value: "Net Debt",
+            cls.ENTERPRISE_VALUE.value: "Enterprise Value",
+            cls.SHARES_OUTSTANDING.value: "Shares Outstanding",
+            cls.COST_OF_GOODS_SOLD.value: "Cost of goods sold",
+            cls.GROSS_PROFIT_MARGIN.value: "Gross Profit Margin",
+            cls.SELLING_MARKETING_EXPENSES.value: "Selling/Marketing Expenses",
+            cls.SGA_EXPENSES.value: "SG&A Expenses",
+            cls.GENERAL_ADMIN_EXPENSES.value: "General & Admin. Expenses",
+            cls.RND_EXPENSES.value: "R&D Expenses",
+            cls.STOCK_COMPENSATION.value: "Stock based comp.",
+            cls.DEPRECATION.value: "Deprecation",
+            cls.AMORTIZATION.value: "Amortization",
+            cls.EBIT.value: "EBIT",
+            cls.INTEREST_EXPENSE.value: "Interest Expenses",
+            cls.TAX_PROVISION.value: "Tax Provision",
+            cls.TAX_RATE.value: "Tax Rate",
+            cls.EBITDA_REPORTED.value: "EBITDA (Reported)",
+            cls.NET_INCOME_BEFORE_TAXES_REPORTED.value: "Net Income Before Taxes (Reported)",
+            cls.NET_INCOME_REPORTED.value: "Net Income (Reported)",
+            cls.EPS_REPORTED.value: "EPS (Reported)",
+            cls.DIVIDEND_PER_SHARE.value: "Dividend per Share",
+            cls.WORKING_CAPITAL.value: "Working Capital",
+            cls.INCOME_TAXES_PAID.value: "Income Taxes Paid",
+            cls.CASH_FLOW_FROM_OPERATIONS.value: "Cash Flow from Operations",
+            cls.CAPEX.value: "Capital Expenditures",
+            cls.CASH_FLOW_FROM_INVESTING.value: "Cash Flow from Investing",
+            cls.FREE_CASH_FLOW_PER_SHARE.value: "Free Cash Flow per Share",
+            cls.TOTAL_DIVIDENDS.value: "Total Dividends",
+            cls.CASH_FLOW_FROM_FINANCING.value: "Cash Flow from Financing",
+            cls.CASH_FLOW_PER_SHARE.value: "Cash Flow per Share",
+            cls.CASH_EQUIVALENTS.value: "Cash & Cash Equivalents",
+            cls.INVENTORY.value: "Inventory",
+            cls.CURRENT_ASSETS.value: "Current Assets",
+            cls.TOTAL_ASSETS.value: "Total Assets",
+            cls.CURRENT_LIABILITIES.value: "Current Liabilities",
+            cls.CURRENT_DEFERRED_REVENUE.value: "Current deferred Revenue",
+            cls.TOTAL_DEBT.value: "Total Debt",
+            cls.SHAREHOLDERS_EQUITY.value: "Shareholders Equity",
+            cls.GOODWILL.value: "Goodwill",
+            cls.NET_ASSET_VALUE.value: "Net Asset Value",
+            cls.BOOK_VALUE_PER_SHARE.value: "Book Value per Share",
+            cls.TANGIBLE_BOOK_VALUE_PER_SHARE.value: "Tangible Book Value per Share",
+            cls.TANGIBLE_BOOK_VALUE.value: "Tangible Book Value",
+            cls.RETURN_ON_ASSETS.value: "Return of Assets (ROA)",
+            cls.RETURN_ON_CAPITAL.value: "Return on Captial (ROC)",
+            cls.RETURN_ON_INVESTED_CAPITAL.value: "Return on invested Capital (ROIC)",
+            cls.RETURN_ON_EQUITY.value: "Return on Equity (ROE)",
+            cls.EMPLOYEES.value: "# Employees",
+            cls.CASH_AND_SHORT_TERM_INVESTMENT.value: "Cash & Short Term Investments",
+            cls.DILUTED_WEIGHTED_AVG_SHARES.value: "Diluted Weighted Average Shares",
+            "net_debt_ebitda_ratio": "Net Debt/EBITDA",
+            "total_debt_ebitda_ratio": "Total Debt/EBITDA",
+            "fcf_total_debt_ratio": "FCF/Total Debt",
+            "cfo_total_debt_ratio": "CFO/Total Debt",
+            "total_debt_equity_ratio": "Total Debt / Equity",
+            "total_debt_capital_ratio": "Total Debt / Capital",
+            "current_ratio": "Current Ratio",
+            "cash_from_operation_current_liabilities_ratio": "Cash from Ops. To Curr Liab.",
+            "asset_turnover": "Asset Turnover",
+            "current_liability_coverage_ratio": "Current Liability Coverage Ratio",
+            "cash_flow_margin": "Cash Flow Margin (%)",
+            "asset_efficiency_margin": "Asset Efficiency (%)",
+            "net_debt_coverage_ratio": "Net Debt Coverage Ratio",
+            "gross_margin": "Gross Margin (%)",
+            "sga_margin": "SG&A Margin (%)",
+            "ebitda_margin": "EBITDA Margin (%)",
+            "ebit_margin": "EBIT Margin (%)",
+            "net_income_margin": "Net Income Margin (%)",
+            "free_cash_flow_margin": "Free Cash Flow Margin (%)",
+            "price_sales_ratio": "Price / Sales",
+            "price_earning_reported_ratio": "P / E(Reported)",
+            "price_earning_ratio": "P/E",
+            "ev_ebitda_ratio": "EV/EBITDA",
+            "ev_ebit_ratio": "EV/EBIT",
+            "price_to_cash_flow_ratio": "Price to Cash Flow",
+            "price_to_book_ratio": "Price to Book",
+            "roce": "ROCE",
+            "price_to_tangible_bv_ratio": "Price to Tangible BV",
+            "cash_shares_ratio": "Cash/Shares",
+            "total_debt_shares_ratio": "Total Debt/Shares",
+            "net_debt_shares_ratio": "Net Debt/Shares",
+            "stock_compensation_employee_ratio": "Stock based comp. / Employee",
+            "net_cash": "Net Cash",
+        }
+
+
+class ESG(ChoiceEnum):
+    CARBON_EMISSIONS_SCOPE_1 = "carbon_emissions_scope_1"
+    CARBON_EMISSIONS_SCOPE_1_KEY = "carbon_emissions_scope_1_key"
+    CARBON_EMISSIONS_SCOPE_2 = "carbon_emissions_scope_2"
+    CARBON_EMISSIONS_SCOPE_2_KEY = "carbon_emissions_scope_2_key"
+    CARBON_EMISSIONS_SCOPE_3_TOTAL = "carbon_emissions_scope_3_total"
+    CARBON_EMISSIONS_SCOPE_3_YEAR = "carbon_emissions_scope_3_year"
+    CARBON_EMISSIONS_SOURCE = "carbon_emissions_source"
+    CARBON_EMISSIONS_YEAR = "carbon_emissions_year"
+    CARBON_EMISSIONS_SCOPE123_EVIC_EUR = "carbon_emissions_scope123_evic_eur"
+    CARBON_EMISSIONS_SCOPE123 = "carbon_emissions_scope123"
+    CARBON_EMISSIONS_SCOPE123_KEY = "carbon_emissions_scope123_key"
+    CARBON_EMISSIONS_SALES_EUR_SCOPE_ALL = "carbon_emissions_sales_eur_scope_all"
+    ACTIVE_FF_SECTOR_EXPOSURE = "active_ff_sector_exposure"
+    ACTIVE_FF_SECTOR_EXPOSURE_SOURCE = "active_ff_sector_exposure_source"
+    ACTIVE_FF_SECTOR_EXPOSURE_YEAR = "active_ff_sector_exposure_year"
+    PCT_NON_RENEW_CONSUMPTION_PRODUCTION = "pct_non_renew_consumption_production"
+    PCT_TOTAL_NON_RENEW_CONSUMPTION = "pct_total_non_renew_consumption"
+    PCT_TOTAL_NON_RENEW_PRODUCTION = "pct_total_non_renew_production"
+    TOTAL_RENEW_ENERGY_CONSUMPTION = "total_renew_energy_consumption"
+    TOTAL_RENEW_ENERGY_CONSUMPTION_SOURCE = "total_renew_energy_consumption_source"
+    TOTAL_RENEW_ENERGY_CONSUMPTION_YEAR = "total_renew_energy_consumption_year"
+    TOTAL_NON_RENEW_ENERGY_CONSUMPTION = "total_non_renew_energy_consumption"
+    TOTAL_NON_RENEW_ENERGY_CONSUMPTION_SOURCE = "total_non_renew_energy_consumption_source"
+    TOTAL_NON_RENEW_ENERGY_CONSUMPTION_YEAR = "total_non_renew_energy_consumption_year"
+    TOTAL_NON_RENEW_ENERGY_CONSUMPTION_PRODUCTION = "total_non_renew_energy_consumption_production"
+    TOTAL_NON_RENEW_ENERGY_CONSUMPTION_PRODUCTION_SOURCE = "total_non_renew_energy_consumption_production_source"
+    TOTAL_NON_RENEW_ENERGY_CONSUMPTION_PRODUCTION_YEAR = "total_non_renew_energy_consumption_production_year"
+    TOTAL_ENERGY_CONSUMPTION = "total_energy_consumption"
+    TOTAL_ENERGY_CONSUMPTION_SOURCE = "total_energy_consumption_source"
+    TOTAL_ENERGY_CONSUMPTION_YEAR = "total_energy_consumption_year"
+    ENERGY_CONSUMPTION_INTENSITY_EUR = "energy_consumption_intensity_eur"
+    ENERGY_CONSUMPTION_INTENSITY_EUR_SOURCE = "energy_consumption_intensity_eur_source"
+    ENERGY_CONSUMPTION_INTENSITY_EUR_YEAR = "energy_consumption_intensity_eur_year"
+    OPS_BIODIV_CONTROVERSITIES = "ops_biodiv_controversities"
+    OPS_BIODIV_AREAS = "ops_biodiv_areas"
+    WATER_EMISSIONS = "water_emissions"
+    WATER_EMISSIONS_YEAR = "water_emissions_year"
+    WATER_EMISSIONS_SOURCE = "water_emissions_source"
+    HAZARD_WASTE = "hazard_waste"
+    HAZARD_WASTE_YEAR = "hazard_waste_year"
+    HAZARD_WASTE_SOURCE = "hazard_waste_source"
+    OECD_ALIGNMENT = "oecd_alignment"
+    LABOR_DDP = "labor_ddp"
+    COMPLIANCE_GLOBAL_IMPACT = "compliance_global_impact"
+    GENDER_PAY_GAP_RATIO = "gender_pay_gap_ratio"
+    GENDER_PAY_GAP_RATIO_YEAR = "gender_pay_gap_ratio_year"
+    GENDER_PAY_GAP_RATIO_SOURCE = "gender_pay_gap_ratio_source"
+    PCT_FEMALE_DIRECTORS = "pct_female_directors"
+    CONTROVERSIAL_WEAPONS = "controversial_weapons"
+    CONTROVERSIAL_WEAPONS_SOURCE = "controversial_weapons_source"
+    CVI_FACTOR = "cvi_factor"
+    EVIC_EUR = "evic_eur"
+    NACE_SECTION_CODE = "nace_section_code"
+
+    @classmethod
+    def mapping(cls):
+        return {
+            cls.CARBON_EMISSIONS_SCOPE_1.value: (
+                1,
+                "GHG emissions",
+                "Scope 1 GHC Emissions",
+                "Carbon Emission Scope 1 (metric tons)",
+            ),
+            cls.CARBON_EMISSIONS_SCOPE_1_KEY.value: (
+                1,
+                "GHG emissions",
+                "Scope 1 GHC Emissions",
+                "Carbon Emissions - Scope 1 KEY",
+            ),
+            cls.CARBON_EMISSIONS_SCOPE_2.value: (
+                1,
+                "GHG emissions",
+                "Scope 2 GHC Emissions",
+                "Carbon Emission Scope 2 (metric tons)",
+            ),
+            cls.CARBON_EMISSIONS_SCOPE_2_KEY.value: (
+                1,
+                "GHG emissions",
+                "Scope 2 GHC Emissions",
+                "Carbon Emissions - Scope 2 KEY",
+            ),
+            cls.CARBON_EMISSIONS_SCOPE_3_TOTAL.value: (
+                1,
+                "GHG emissions",
+                "Scope 3 Total GHC Emissions",
+                "Scope 3 - Total Emissions Estimated",
+            ),
+            cls.CARBON_EMISSIONS_SCOPE_3_YEAR.value: (
+                1,
+                "GHG emissions",
+                "Scope 3 Total GHC Emissions",
+                "Scope 3 - Total Emissions Estimated Year",
+            ),
+            cls.CARBON_EMISSIONS_SOURCE.value: (
+                1,
+                "GHG emissions",
+                "Total GHG emissions",
+                "Carbon Emissions - Source",
+            ),
+            cls.CARBON_EMISSIONS_YEAR.value: (1, "GHG emissions", "Total GHG emissions", "Carbon Emissions - Year"),
+            cls.CARBON_EMISSIONS_SCOPE123.value: (
+                2,
+                "Carbon footprint",
+                "Scope 123 GHC Emissions",
+                "Total GHG Emissions (Scopes 1, 2 and 3)",
+            ),
+            cls.CARBON_EMISSIONS_SCOPE123_KEY.value: (
+                2,
+                "Carbon footprint",
+                "Scope 123 GHC Emissions",
+                "Total GHG Emissions (Scopes 1, 2 and 3 Key)",
+            ),
+            cls.CARBON_EMISSIONS_SCOPE123_EVIC_EUR.value: (
+                2,
+                "Carbon footprint",
+                "Carbon footprint",
+                "Total GHG Emissions Intensity per EUR million EVIC (t/EUR million EVIC)",
+            ),
+            cls.CARBON_EMISSIONS_SALES_EUR_SCOPE_ALL.value: (
+                3,
+                "GHG intensity of investee companies",
+                "GHG intensity of investee companies",
+                "Total GHG Emissions Intensity per EUR million Sales (t/EUR million sales)",
+            ),
+            cls.ACTIVE_FF_SECTOR_EXPOSURE.value: (
+                4,
+                "Exposure to companies active in the fossil fuel sector",
+                "Share of investments in companies active in the fossil fuel sector",
+                "Active Fossil Fuel Sector Exposure",
+            ),
+            cls.ACTIVE_FF_SECTOR_EXPOSURE_SOURCE.value: (
+                4,
+                "Exposure to companies active in the fossil fuel sector",
+                "Share of investments in companies active in the fossil fuel sector",
+                "Active Fossil Fuel Sector Exposure - Source",
+            ),
+            cls.ACTIVE_FF_SECTOR_EXPOSURE_YEAR.value: (
+                4,
+                "Exposure to companies active in the fossil fuel sector",
+                "Share of investments in companies active in the fossil fuel sector",
+                "Active Fossil Fuel Sector Exposure - Year",
+            ),
+            cls.PCT_NON_RENEW_CONSUMPTION_PRODUCTION.value: (
+                5,
+                "Share of nonrenewable energy consumption and production",
+                "Share of non-renewable energy consumption and non-renewable energy production of investee companies from non-renewable energy sources compared to renewable energy sources, expressed as a percentage",
+                "Percentage of non-renewable energy consumption and production",
+            ),
+            cls.PCT_TOTAL_NON_RENEW_CONSUMPTION.value: (
+                5,
+                "Share of nonrenewable energy consumption and production",
+                "Share of non-renewable energy consumption and non-renewable energy production of investee companies from non-renewable energy sources compared to renewable energy sources, expressed as a percentage",
+                "Percentage of Total Energy Consumption from Non-renewable Sources",
+            ),
+            cls.PCT_TOTAL_NON_RENEW_PRODUCTION.value: (
+                5,
+                "Share of nonrenewable energy consumption and production",
+                "Share of non-renewable energy consumption and non-renewable energy production of investee companies from non-renewable energy sources compared to renewable energy sources, expressed as a percentage",
+                "Percentage of Total Energy Production from Non-renewable Sources",
+            ),
+            cls.TOTAL_RENEW_ENERGY_CONSUMPTION.value: (
+                5,
+                "Share of nonrenewable energy consumption and production",
+                "Share of non-renewable energy consumption and non-renewable energy production of investee companies from non-renewable energy sources compared to renewable energy sources, expressed as a percentage",
+                "Total energy consumption from renewable sources (GWh)",
+            ),
+            cls.TOTAL_RENEW_ENERGY_CONSUMPTION_SOURCE.value: (
+                5,
+                "Share of nonrenewable energy consumption and production",
+                "Share of non-renewable energy consumption and non-renewable energy production of investee companies from non-renewable energy sources compared to renewable energy sources, expressed as a percentage",
+                "Total energy consumption from renewable sources (GWh) Source",
+            ),
+            cls.TOTAL_RENEW_ENERGY_CONSUMPTION_YEAR.value: (
+                5,
+                "Share of nonrenewable energy consumption and production",
+                "Share of non-renewable energy consumption and non-renewable energy production of investee companies from non-renewable energy sources compared to renewable energy sources, expressed as a percentage",
+                "Total energy consumption from renewable sources (GWh) Year",
+            ),
+            cls.TOTAL_NON_RENEW_ENERGY_CONSUMPTION.value: (
+                5,
+                "Share of nonrenewable energy consumption and production",
+                "Share of non-renewable energy consumption and non-renewable energy production of investee companies from non-renewable energy sources compared to renewable energy sources, expressed as a percentage",
+                "Total energy consumption from non-renewable sources (GWh)",
+            ),
+            cls.TOTAL_NON_RENEW_ENERGY_CONSUMPTION_SOURCE.value: (
+                5,
+                "Share of nonrenewable energy consumption and production",
+                "Share of non-renewable energy consumption and non-renewable energy production of investee companies from non-renewable energy sources compared to renewable energy sources, expressed as a percentage",
+                "Total energy consumption from non-renewable sources (GWh) Source",
+            ),
+            cls.TOTAL_NON_RENEW_ENERGY_CONSUMPTION_YEAR.value: (
+                5,
+                "Share of nonrenewable energy consumption and production",
+                "Share of non-renewable energy consumption and non-renewable energy production of investee companies from non-renewable energy sources compared to renewable energy sources, expressed as a percentage",
+                "Total energy consumption from non-renewable sources (GWh) Year",
+            ),
+            cls.TOTAL_NON_RENEW_ENERGY_CONSUMPTION_PRODUCTION.value: (
+                5,
+                "Share of nonrenewable energy consumption and production",
+                "Share of non-renewable energy consumption and non-renewable energy production of investee companies from non-renewable energy sources compared to renewable energy sources, expressed as a percentage",
+                "Total Energy Consumption and Production from Non-renewable Sources (GWh)",
+            ),
+            cls.TOTAL_NON_RENEW_ENERGY_CONSUMPTION_PRODUCTION_SOURCE.value: (
+                5,
+                "Share of nonrenewable energy consumption and production",
+                "Share of non-renewable energy consumption and non-renewable energy production of investee companies from non-renewable energy sources compared to renewable energy sources, expressed as a percentage",
+                "Total Energy Consumption and Production from Non-renewable Sources (GWh) Source",
+            ),
+            cls.TOTAL_NON_RENEW_ENERGY_CONSUMPTION_PRODUCTION_YEAR.value: (
+                5,
+                "Share of nonrenewable energy consumption and production",
+                "Share of non-renewable energy consumption and non-renewable energy production of investee companies from non-renewable energy sources compared to renewable energy sources, expressed as a percentage",
+                "Total Energy Consumption and Production from Non-renewable Sources (GWh) Year",
+            ),
+            cls.TOTAL_ENERGY_CONSUMPTION.value: (
+                5,
+                "Energy consumption intensity per high impact climate sector",
+                "Total Energy consumption",
+                "Total energy consumption (GWh)",
+            ),
+            cls.TOTAL_ENERGY_CONSUMPTION_SOURCE.value: (
+                5,
+                "Energy consumption intensity per high impact climate sector",
+                "Total Energy consumption",
+                "Total energy consumption (GWh) - Source",
+            ),
+            cls.TOTAL_ENERGY_CONSUMPTION_YEAR.value: (
+                5,
+                "Energy consumption intensity per high impact climate sector",
+                "Total Energy consumption",
+                "Total energy consumption (GWh) - Year",
+            ),
+            cls.ENERGY_CONSUMPTION_INTENSITY_EUR.value: (
+                6,
+                "Energy consumption intensity per high impact climate sector",
+                "Energy consumption in GWh per million EUR of revenue of investee companies, per high impact climate sector",
+                "Energy consumption intensity (GWh / EUR million sales)",
+            ),
+            cls.ENERGY_CONSUMPTION_INTENSITY_EUR_SOURCE.value: (
+                6,
+                "Energy consumption intensity per high impact climate sector",
+                "Energy consumption in GWh per million EUR of revenue of investee companies, per high impact climate sector",
+                "Energy consumption intensity (GWh / EUR million sales) - Source",
+            ),
+            cls.ENERGY_CONSUMPTION_INTENSITY_EUR_YEAR.value: (
+                6,
+                "Energy consumption intensity per high impact climate sector",
+                "Energy consumption in GWh per million EUR of revenue of investee companies, per high impact climate sector",
+                "Energy consumption intensity (GWh / EUR million sales) - Year",
+            ),
+            cls.OPS_BIODIV_CONTROVERSITIES.value: (
+                7,
+                "Activities negatively affecting biodiversity sensitive areas",
+                "Share of investments in investee companies with sites/operations located in or near to biodiversitysensitive areas where activities of those investee companies negatively affect those areas",
+                "Company has operations located in biodiversity sensitive areas and is involved in controversies with severe impact on the environment",
+            ),
+            cls.OPS_BIODIV_AREAS.value: (
+                7,
+                "Activities negatively affecting biodiversity sensitive areas",
+                "Share of investments in investee companies with sites/operations located in or near to biodiversitysensitive areas where activities of those investee companies negatively affect those areas",
+                "Operational sites owned, leased, managed in, or adjacent to, protected areas and areas of high biodiversity value outside protected areas",
+            ),
+            cls.WATER_EMISSIONS.value: (
+                8,
+                "Emissions to water",
+                "Tonnes of emissions to water generated by investee companies per million EUR invested, expressed as a weighted average",
+                "Water Emissions (metric tons)",
+            ),
+            cls.WATER_EMISSIONS_SOURCE.value: (
+                8,
+                "Emissions to water",
+                "Tonnes of emissions to water generated by investee companies per million EUR invested, expressed as a weighted average",
+                "Water Emissions (metric tons) - Source",
+            ),
+            cls.WATER_EMISSIONS_YEAR.value: (
+                8,
+                "Emissions to water",
+                "Tonnes of emissions to water generated by investee companies per million EUR invested, expressed as a weighted average",
+                "Water Emissions (metric tons) - Year",
+            ),
+            cls.HAZARD_WASTE.value: (
+                9,
+                "Hazardous waste ratio",
+                "Tonnes of hazardous waste generated by investee companies per million EUR invested, expressed as a weighted average",
+                "Hazardous Waste (metric tons)",
+            ),
+            cls.HAZARD_WASTE_YEAR.value: (
+                9,
+                "Hazardous waste ratio",
+                "Tonnes of hazardous waste generated by investee companies per million EUR invested, expressed as a weighted average",
+                "Hazardous Waste (metric tons) - Year",
+            ),
+            cls.OECD_ALIGNMENT.value: (
+                10,
+                "Violations of UN Global Compact principles and Organisation for Economic Cooperation and Development (OECD) Guidelines for Multinational Enterprises",
+                "Share of investments in investee companies that have been involved in violations of the UNGC principles or OECD Guidelines for Multinational Enterprises",
+                "OECD Alignment",
+            ),
+            cls.LABOR_DDP.value: (
+                11,
+                "Lack of processes and compliance mechanisms to monitor compliance with UN Global Compact principles and OECD Guidelines for Multinational Enterprises",
+                "Share of investments in investee companies without policies to monitor compliance with the UNGC principles or OECD Guidelines for Multinational Enterprises or grievance /complaints handling mechanisms to address violations of the UNGC principles or OECD Guidelines for Multinational Enterprises",
+                "Labor Due Diligence Policy (ILO)",
+            ),
+            cls.COMPLIANCE_GLOBAL_IMPACT.value: (
+                11,
+                "Lack of processes and compliance mechanisms to monitor compliance with UN Global Compact principles and OECD Guidelines for Multinational Enterprises",
+                "Share of investments in investee companies without policies to monitor compliance with the UNGC principles or OECD Guidelines for Multinational Enterprises or grievance /complaints handling mechanisms to address violations of the UNGC principles or OECD Guidelines for Multinational Enterprises",
+                "Mechanism to monitor compliance with UN Global Compact",
+            ),
+            cls.GENDER_PAY_GAP_RATIO.value: (
+                12,
+                "Unadjusted gender pay gap",
+                "Average unadjusted gender pay gap of investee companies",
+                "Gender pay gap ratio",
+            ),
+            cls.GENDER_PAY_GAP_RATIO_YEAR.value: (
+                12,
+                "Unadjusted gender pay gap",
+                "Average unadjusted gender pay gap of investee companies",
+                "Gender pay gap ratio - Year",
+            ),
+            cls.GENDER_PAY_GAP_RATIO_SOURCE.value: (
+                12,
+                "Unadjusted gender pay gap",
+                "Average unadjusted gender pay gap of investee companies",
+                "Gender pay gap ratio - Source",
+            ),
+            cls.PCT_FEMALE_DIRECTORS.value: (
+                13,
+                "Board gender diversity",
+                "Average ratio of female to male board members in investee companies, expressed as a percentage of all board members",
+                "Female Directors Percentage",
+            ),
+            cls.CONTROVERSIAL_WEAPONS.value: (
+                14,
+                "Exposure to controversial weapons (antipersonnel mines, cluster munitions, chemical weapons and biological weapons)",
+                "Share of investments in investee companies involved in the manufacture or selling of controversial weapons",
+                "Exposure to controversial weapons (landmines, cluster munitions, chemical weapons and biological weapons)",
+            ),
+            cls.CONTROVERSIAL_WEAPONS_SOURCE.value: (
+                14,
+                "Exposure to controversial weapons (antipersonnel mines, cluster munitions, chemical weapons and biological weapons)",
+                "Share of investments in investee companies involved in the manufacture or selling of controversial weapons",
+                "Exposure to controversial weapons (landmines, cluster munitions, chemical weapons and biological weapons) - Source",
+            ),
+            cls.CVI_FACTOR.value: (
+                None,
+                "Metadata",
+                "Capital Value Investor Factor",
+                "CVI Factor",
+            ),
+            cls.EVIC_EUR.value: (
+                None,
+                "Metadata",
+                "Enterprise Value Including Cash",
+                "Enterprise Value Including Cash (EUR)",
+            ),
+            cls.NACE_SECTION_CODE.value: (
+                None,
+                "Metadata",
+                "NACE (Nomenclature of Economic Activities) is the European statistical classification of economic activities.",
+                "Nomenclature of Economic Activities (NACE) Code",
+            ),
+        }
+
+
+class PeriodType(ChoiceEnum):
+    """This enum holds information about the periodicity of the required data"""
+
+    ANNUAL = "annual"
+    INTERIM = "interim"
+    ALL = "all"
+
+
+class CalendarType(TextChoices):
+    """This enum holds information about the required calendar type"""
+
+    FISCAL = "fiscal"
+    CALENDAR = "calendar"
+
+
+class SeriesType(ChoiceEnum):
+    """This enum holds information about the series type"""
+
+    COMPLETE = "complete"
+    ACTUAL = "actual"
+    ESTIMATE = "estimate"
+    FULL_ESTIMATE = "full_estimate"
+
+
+class DataType(TextChoices):
+    """This enum helps to differenciate between reported and standardized data"""
+
+    REPORTED = "reported"
+    STANDARDIZED = "standardized"
+
+
+class EstimateType(ChoiceEnum):
+    """This enum helps to differentiate between only valid estimates or all estimates (historic)"""
+
+    ALL = "all"
+    VALID = "valid"
+
+
+class MarketDataChartType(TextChoices):
+    CLOSE = ("close", "Close")
+    DRAWDOWN = ("drawdown", "Drawdown")
+    RETURN = ("ret", "Return")
+    LOG_RETURN = ("log-ret", "Log Return")
+    CANDLESTICK = ("candlestick", "Candlestick")
+    OHLC = ("ohlc", "OHLC")
+    # BOLLINGER = ("bollinger", "Bollinger Bands")
+
+
+class Indicator(TextChoices):
+    SMA_50 = ("sma_50", "SMA 50")
+    SMA_100 = ("sma_100", "SMA 100")
+    SMA_120 = ("sma_120", "SMA 120")
+    SMA_200 = ("sma_200", "SMA 200")
+
+
+class MarketDataSeriesIndicator(ChoiceEnum):
+    DRAWDOWN = "drawdown"
+
+
+class ESGControveryStatus(TextChoices):
+    ONGOING = "ONGOING", "Ongoing"
+    PARTIALLY_CONCLUDED = "PARTIALLY_CONCLUDED", "Partially Concluded"
+    CONCLUDED = "CONCLUDED", "Concluded"
+
+
+class ESGControverySeverity(TextChoices):
+    MINOR = "MINOR", "Minor"
+    MODERATE = "MODERATE", "Moderate"
+    SEVERE = "SEVERE", "Severe"
+    VERY_SEVERE = "VERY_SEVERE", "Very Severe"
+
+
+class ESGControveryType(TextChoices):
+    STRUCTURAL = "STRUCTURAL", "Structural"
+    NON_STRUCTURAL = "NON_STRUCTURAL", "Non Structural"
+
+
+class ESGControveryFlag(TextChoices):
+    GREEN = "GREEN", "Green"
+    YELLOW = "YELLOW", "Yellow"
+    ORANGE = "ORANGE", "Orange"
+    RED = "RED", "Red"
+    UNKNOWN = "UNKNOWN", "Unknown"

wbfdm/factories/__init__.py

@@ -0,0 +1,13 @@
+from .instruments import InstrumentFactory, CashFactory, EquityFactory, InstrumentTypeFactory
+from .instrument_prices import InstrumentPriceFactory
+from .controversies import ControversyFactory
+from .exchanges import ExchangeFactory
+from .classifications import (
+    ClassificationGroupFactory,
+    ClassificationFactory,
+    ParentClassificationFactory,
+    InstrumentClassificationThroughModelFactory,
+)
+from .instrument_list import InstrumentListFactory, InstrumentListThroughModelFactory
+from .instruments_relationships import RelatedInstrumentThroughModelFactory, InstrumentFavoriteGroupFactory
+from .options import OptionFactory, OptionAggregateFactory