wbfdm 2.2.1__py2.py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Potentially problematic release.


This version of wbfdm might be problematic. Click here for more details.

Files changed (337) hide show
  1. wbfdm/__init__.py +2 -0
  2. wbfdm/admin/__init__.py +42 -0
  3. wbfdm/admin/classifications.py +39 -0
  4. wbfdm/admin/esg.py +23 -0
  5. wbfdm/admin/exchanges.py +53 -0
  6. wbfdm/admin/instrument_lists.py +23 -0
  7. wbfdm/admin/instrument_prices.py +62 -0
  8. wbfdm/admin/instrument_requests.py +33 -0
  9. wbfdm/admin/instruments.py +117 -0
  10. wbfdm/admin/instruments_relationships.py +25 -0
  11. wbfdm/admin/options.py +101 -0
  12. wbfdm/analysis/__init__.py +2 -0
  13. wbfdm/analysis/esg/__init__.py +0 -0
  14. wbfdm/analysis/esg/enums.py +82 -0
  15. wbfdm/analysis/esg/esg_analysis.py +217 -0
  16. wbfdm/analysis/esg/utils.py +13 -0
  17. wbfdm/analysis/financial_analysis/__init__.py +1 -0
  18. wbfdm/analysis/financial_analysis/financial_metric_analysis.py +88 -0
  19. wbfdm/analysis/financial_analysis/financial_ratio_analysis.py +125 -0
  20. wbfdm/analysis/financial_analysis/financial_statistics_analysis.py +271 -0
  21. wbfdm/analysis/financial_analysis/statement_with_estimates.py +558 -0
  22. wbfdm/analysis/financial_analysis/utils.py +316 -0
  23. wbfdm/analysis/technical_analysis/__init__.py +1 -0
  24. wbfdm/analysis/technical_analysis/technical_analysis.py +138 -0
  25. wbfdm/analysis/technical_analysis/traces.py +165 -0
  26. wbfdm/analysis/utils.py +32 -0
  27. wbfdm/apps.py +14 -0
  28. wbfdm/contrib/__init__.py +0 -0
  29. wbfdm/contrib/dsws/__init__.py +0 -0
  30. wbfdm/contrib/dsws/client.py +285 -0
  31. wbfdm/contrib/internal/__init__.py +0 -0
  32. wbfdm/contrib/internal/dataloaders/__init__.py +0 -0
  33. wbfdm/contrib/internal/dataloaders/market_data.py +87 -0
  34. wbfdm/contrib/metric/__init__.py +0 -0
  35. wbfdm/contrib/metric/admin/__init__.py +2 -0
  36. wbfdm/contrib/metric/admin/instruments.py +12 -0
  37. wbfdm/contrib/metric/admin/metrics.py +43 -0
  38. wbfdm/contrib/metric/apps.py +10 -0
  39. wbfdm/contrib/metric/backends/__init__.py +2 -0
  40. wbfdm/contrib/metric/backends/base.py +159 -0
  41. wbfdm/contrib/metric/backends/performances.py +265 -0
  42. wbfdm/contrib/metric/backends/statistics.py +182 -0
  43. wbfdm/contrib/metric/decorators.py +14 -0
  44. wbfdm/contrib/metric/dispatch.py +23 -0
  45. wbfdm/contrib/metric/dto.py +88 -0
  46. wbfdm/contrib/metric/exceptions.py +6 -0
  47. wbfdm/contrib/metric/factories.py +33 -0
  48. wbfdm/contrib/metric/filters.py +28 -0
  49. wbfdm/contrib/metric/migrations/0001_initial.py +88 -0
  50. wbfdm/contrib/metric/migrations/0002_remove_instrumentmetric_unique_instrument_metric_and_more.py +26 -0
  51. wbfdm/contrib/metric/migrations/__init__.py +0 -0
  52. wbfdm/contrib/metric/models.py +180 -0
  53. wbfdm/contrib/metric/orchestrators.py +94 -0
  54. wbfdm/contrib/metric/registry.py +80 -0
  55. wbfdm/contrib/metric/serializers.py +44 -0
  56. wbfdm/contrib/metric/tasks.py +27 -0
  57. wbfdm/contrib/metric/tests/__init__.py +0 -0
  58. wbfdm/contrib/metric/tests/backends/__init__.py +0 -0
  59. wbfdm/contrib/metric/tests/backends/test_performances.py +152 -0
  60. wbfdm/contrib/metric/tests/backends/test_statistics.py +48 -0
  61. wbfdm/contrib/metric/tests/conftest.py +92 -0
  62. wbfdm/contrib/metric/tests/test_dto.py +73 -0
  63. wbfdm/contrib/metric/tests/test_models.py +72 -0
  64. wbfdm/contrib/metric/tests/test_tasks.py +24 -0
  65. wbfdm/contrib/metric/tests/test_viewsets.py +79 -0
  66. wbfdm/contrib/metric/urls.py +19 -0
  67. wbfdm/contrib/metric/viewsets/__init__.py +1 -0
  68. wbfdm/contrib/metric/viewsets/configs/__init__.py +1 -0
  69. wbfdm/contrib/metric/viewsets/configs/display.py +92 -0
  70. wbfdm/contrib/metric/viewsets/configs/menus.py +11 -0
  71. wbfdm/contrib/metric/viewsets/configs/utils.py +137 -0
  72. wbfdm/contrib/metric/viewsets/mixins.py +245 -0
  73. wbfdm/contrib/metric/viewsets/viewsets.py +40 -0
  74. wbfdm/contrib/msci/__init__.py +0 -0
  75. wbfdm/contrib/msci/client.py +92 -0
  76. wbfdm/contrib/msci/dataloaders/__init__.py +0 -0
  77. wbfdm/contrib/msci/dataloaders/esg.py +87 -0
  78. wbfdm/contrib/msci/dataloaders/esg_controversies.py +81 -0
  79. wbfdm/contrib/msci/sync.py +58 -0
  80. wbfdm/contrib/msci/tests/__init__.py +0 -0
  81. wbfdm/contrib/msci/tests/conftest.py +1 -0
  82. wbfdm/contrib/msci/tests/test_client.py +70 -0
  83. wbfdm/contrib/qa/__init__.py +0 -0
  84. wbfdm/contrib/qa/apps.py +22 -0
  85. wbfdm/contrib/qa/database_routers.py +25 -0
  86. wbfdm/contrib/qa/dataloaders/__init__.py +0 -0
  87. wbfdm/contrib/qa/dataloaders/adjustments.py +56 -0
  88. wbfdm/contrib/qa/dataloaders/corporate_actions.py +59 -0
  89. wbfdm/contrib/qa/dataloaders/financials.py +83 -0
  90. wbfdm/contrib/qa/dataloaders/market_data.py +117 -0
  91. wbfdm/contrib/qa/dataloaders/officers.py +59 -0
  92. wbfdm/contrib/qa/dataloaders/reporting_dates.py +67 -0
  93. wbfdm/contrib/qa/dataloaders/statements.py +267 -0
  94. wbfdm/contrib/qa/tasks.py +0 -0
  95. wbfdm/dataloaders/__init__.py +0 -0
  96. wbfdm/dataloaders/cache.py +129 -0
  97. wbfdm/dataloaders/protocols.py +112 -0
  98. wbfdm/dataloaders/proxies.py +201 -0
  99. wbfdm/dataloaders/types.py +209 -0
  100. wbfdm/dynamic_preferences_registry.py +45 -0
  101. wbfdm/enums.py +657 -0
  102. wbfdm/factories/__init__.py +13 -0
  103. wbfdm/factories/classifications.py +56 -0
  104. wbfdm/factories/controversies.py +27 -0
  105. wbfdm/factories/exchanges.py +21 -0
  106. wbfdm/factories/instrument_list.py +22 -0
  107. wbfdm/factories/instrument_prices.py +79 -0
  108. wbfdm/factories/instruments.py +63 -0
  109. wbfdm/factories/instruments_relationships.py +31 -0
  110. wbfdm/factories/options.py +66 -0
  111. wbfdm/figures/__init__.py +1 -0
  112. wbfdm/figures/financials/__init__.py +1 -0
  113. wbfdm/figures/financials/financial_analysis_charts.py +469 -0
  114. wbfdm/figures/financials/financials_charts.py +711 -0
  115. wbfdm/filters/__init__.py +31 -0
  116. wbfdm/filters/classifications.py +100 -0
  117. wbfdm/filters/exchanges.py +22 -0
  118. wbfdm/filters/financials.py +95 -0
  119. wbfdm/filters/financials_analysis.py +119 -0
  120. wbfdm/filters/instrument_prices.py +112 -0
  121. wbfdm/filters/instruments.py +198 -0
  122. wbfdm/filters/utils.py +44 -0
  123. wbfdm/import_export/__init__.py +0 -0
  124. wbfdm/import_export/backends/__init__.py +0 -0
  125. wbfdm/import_export/backends/cbinsights/__init__.py +2 -0
  126. wbfdm/import_export/backends/cbinsights/deals.py +44 -0
  127. wbfdm/import_export/backends/cbinsights/equities.py +41 -0
  128. wbfdm/import_export/backends/cbinsights/mixin.py +15 -0
  129. wbfdm/import_export/backends/cbinsights/utils/__init__.py +0 -0
  130. wbfdm/import_export/backends/cbinsights/utils/classifications.py +4150 -0
  131. wbfdm/import_export/backends/cbinsights/utils/client.py +217 -0
  132. wbfdm/import_export/backends/refinitiv/__init__.py +5 -0
  133. wbfdm/import_export/backends/refinitiv/daily_fundamental.py +36 -0
  134. wbfdm/import_export/backends/refinitiv/fiscal_period.py +63 -0
  135. wbfdm/import_export/backends/refinitiv/forecast.py +178 -0
  136. wbfdm/import_export/backends/refinitiv/fundamental.py +103 -0
  137. wbfdm/import_export/backends/refinitiv/geographic_segment.py +32 -0
  138. wbfdm/import_export/backends/refinitiv/instrument.py +55 -0
  139. wbfdm/import_export/backends/refinitiv/instrument_price.py +77 -0
  140. wbfdm/import_export/backends/refinitiv/mixin.py +29 -0
  141. wbfdm/import_export/backends/refinitiv/utils/__init__.py +1 -0
  142. wbfdm/import_export/backends/refinitiv/utils/controller.py +182 -0
  143. wbfdm/import_export/handlers/__init__.py +0 -0
  144. wbfdm/import_export/handlers/instrument.py +253 -0
  145. wbfdm/import_export/handlers/instrument_list.py +101 -0
  146. wbfdm/import_export/handlers/instrument_price.py +71 -0
  147. wbfdm/import_export/handlers/option.py +54 -0
  148. wbfdm/import_export/handlers/private_equities.py +49 -0
  149. wbfdm/import_export/parsers/__init__.py +0 -0
  150. wbfdm/import_export/parsers/cbinsights/__init__.py +0 -0
  151. wbfdm/import_export/parsers/cbinsights/deals.py +39 -0
  152. wbfdm/import_export/parsers/cbinsights/equities.py +56 -0
  153. wbfdm/import_export/parsers/cbinsights/fundamentals.py +45 -0
  154. wbfdm/import_export/parsers/refinitiv/__init__.py +0 -0
  155. wbfdm/import_export/parsers/refinitiv/daily_fundamental.py +7 -0
  156. wbfdm/import_export/parsers/refinitiv/forecast.py +7 -0
  157. wbfdm/import_export/parsers/refinitiv/fundamental.py +9 -0
  158. wbfdm/import_export/parsers/refinitiv/geographic_segment.py +7 -0
  159. wbfdm/import_export/parsers/refinitiv/instrument.py +75 -0
  160. wbfdm/import_export/parsers/refinitiv/instrument_price.py +26 -0
  161. wbfdm/import_export/parsers/refinitiv/utils.py +96 -0
  162. wbfdm/import_export/resources/__init__.py +0 -0
  163. wbfdm/import_export/resources/classification.py +23 -0
  164. wbfdm/import_export/resources/instrument_prices.py +33 -0
  165. wbfdm/import_export/resources/instruments.py +176 -0
  166. wbfdm/jinja2.py +7 -0
  167. wbfdm/management/__init__.py +30 -0
  168. wbfdm/menu.py +11 -0
  169. wbfdm/migrations/0001_initial.py +71 -0
  170. wbfdm/migrations/0002_rename_statements_instrumentlookup_financials_and_more.py +144 -0
  171. wbfdm/migrations/0003_instrument_estimate_backend_and_more.py +34 -0
  172. wbfdm/migrations/0004_rename_financials_instrumentlookup_statements_and_more.py +86 -0
  173. wbfdm/migrations/0005_instrument_corporate_action_backend.py +29 -0
  174. wbfdm/migrations/0006_instrument_officer_backend.py +29 -0
  175. wbfdm/migrations/0007_instrument_country_instrument_currency_and_more.py +117 -0
  176. wbfdm/migrations/0008_controversy.py +75 -0
  177. wbfdm/migrations/0009_alter_controversy_flag_alter_controversy_initiated_and_more.py +85 -0
  178. wbfdm/migrations/0010_classification_classificationgroup_deal_exchange_and_more.py +1299 -0
  179. wbfdm/migrations/0011_delete_instrumentlookup_instrument_corporate_actions_and_more.py +169 -0
  180. wbfdm/migrations/0012_instrumentprice_created_instrumentprice_modified.py +564 -0
  181. wbfdm/migrations/0013_instrument_is_investable_universe_and_more.py +199 -0
  182. wbfdm/migrations/0014_alter_controversy_instrument.py +22 -0
  183. wbfdm/migrations/0015_instrument_instrument_investible_index.py +16 -0
  184. wbfdm/migrations/0016_instrumenttype_name_repr.py +18 -0
  185. wbfdm/migrations/0017_instrument_instrument_security_index.py +16 -0
  186. wbfdm/migrations/0018_instrument_instrument_level_index.py +20 -0
  187. wbfdm/migrations/0019_alter_controversy_source.py +17 -0
  188. wbfdm/migrations/0020_optionaggregate_option_and_more.py +249 -0
  189. wbfdm/migrations/0021_delete_instrumentdailystatistics.py +15 -0
  190. wbfdm/migrations/0022_instrument_cusip_option_open_interest_20d_and_more.py +91 -0
  191. wbfdm/migrations/0023_instrument_unique_ric_instrument_unique_rmc_and_more.py +53 -0
  192. wbfdm/migrations/0024_option_open_interest_10d_option_volume_10d_and_more.py +36 -0
  193. wbfdm/migrations/0025_instrument_is_primary_and_more.py +29 -0
  194. wbfdm/migrations/0026_instrument_is_cash_equivalent.py +30 -0
  195. wbfdm/migrations/0027_remove_instrument_unique_ric_and_more.py +100 -0
  196. wbfdm/migrations/__init__.py +0 -0
  197. wbfdm/models/__init__.py +4 -0
  198. wbfdm/models/esg/__init__.py +1 -0
  199. wbfdm/models/esg/controversies.py +81 -0
  200. wbfdm/models/exchanges/__init__.py +1 -0
  201. wbfdm/models/exchanges/exchanges.py +223 -0
  202. wbfdm/models/fields.py +117 -0
  203. wbfdm/models/fk_fields.py +403 -0
  204. wbfdm/models/indicators.py +0 -0
  205. wbfdm/models/instruments/__init__.py +19 -0
  206. wbfdm/models/instruments/classifications.py +265 -0
  207. wbfdm/models/instruments/instrument_lists.py +120 -0
  208. wbfdm/models/instruments/instrument_prices.py +540 -0
  209. wbfdm/models/instruments/instrument_relationships.py +251 -0
  210. wbfdm/models/instruments/instrument_requests.py +196 -0
  211. wbfdm/models/instruments/instruments.py +991 -0
  212. wbfdm/models/instruments/llm/__init__.py +1 -0
  213. wbfdm/models/instruments/llm/create_instrument_news_relationships.py +78 -0
  214. wbfdm/models/instruments/mixin/__init__.py +0 -0
  215. wbfdm/models/instruments/mixin/financials_computed.py +804 -0
  216. wbfdm/models/instruments/mixin/financials_serializer_fields.py +1407 -0
  217. wbfdm/models/instruments/mixin/instruments.py +294 -0
  218. wbfdm/models/instruments/options.py +225 -0
  219. wbfdm/models/instruments/private_equities.py +59 -0
  220. wbfdm/models/instruments/querysets.py +73 -0
  221. wbfdm/models/instruments/utils.py +41 -0
  222. wbfdm/preferences.py +21 -0
  223. wbfdm/serializers/__init__.py +4 -0
  224. wbfdm/serializers/esg.py +36 -0
  225. wbfdm/serializers/exchanges.py +39 -0
  226. wbfdm/serializers/instruments/__init__.py +37 -0
  227. wbfdm/serializers/instruments/classifications.py +139 -0
  228. wbfdm/serializers/instruments/instrument_lists.py +61 -0
  229. wbfdm/serializers/instruments/instrument_prices.py +73 -0
  230. wbfdm/serializers/instruments/instrument_relationships.py +170 -0
  231. wbfdm/serializers/instruments/instrument_requests.py +61 -0
  232. wbfdm/serializers/instruments/instruments.py +274 -0
  233. wbfdm/serializers/instruments/mixins.py +104 -0
  234. wbfdm/serializers/officers.py +20 -0
  235. wbfdm/signals.py +7 -0
  236. wbfdm/sync/__init__.py +0 -0
  237. wbfdm/sync/abstract.py +31 -0
  238. wbfdm/sync/runner.py +22 -0
  239. wbfdm/tasks.py +69 -0
  240. wbfdm/tests/__init__.py +0 -0
  241. wbfdm/tests/analysis/__init__.py +0 -0
  242. wbfdm/tests/analysis/financial_analysis/__init__.py +0 -0
  243. wbfdm/tests/analysis/financial_analysis/test_statement_with_estimates.py +392 -0
  244. wbfdm/tests/analysis/financial_analysis/test_utils.py +322 -0
  245. wbfdm/tests/analysis/test_esg.py +159 -0
  246. wbfdm/tests/conftest.py +92 -0
  247. wbfdm/tests/dataloaders/__init__.py +0 -0
  248. wbfdm/tests/dataloaders/test_cache.py +73 -0
  249. wbfdm/tests/models/__init__.py +0 -0
  250. wbfdm/tests/models/test_classifications.py +99 -0
  251. wbfdm/tests/models/test_exchanges.py +7 -0
  252. wbfdm/tests/models/test_instrument_list.py +117 -0
  253. wbfdm/tests/models/test_instrument_prices.py +306 -0
  254. wbfdm/tests/models/test_instruments.py +202 -0
  255. wbfdm/tests/models/test_merge.py +99 -0
  256. wbfdm/tests/models/test_options.py +69 -0
  257. wbfdm/tests/test_tasks.py +6 -0
  258. wbfdm/tests/tests.py +10 -0
  259. wbfdm/urls.py +222 -0
  260. wbfdm/utils.py +54 -0
  261. wbfdm/viewsets/__init__.py +10 -0
  262. wbfdm/viewsets/configs/__init__.py +5 -0
  263. wbfdm/viewsets/configs/buttons/__init__.py +8 -0
  264. wbfdm/viewsets/configs/buttons/classifications.py +23 -0
  265. wbfdm/viewsets/configs/buttons/exchanges.py +9 -0
  266. wbfdm/viewsets/configs/buttons/instrument_prices.py +49 -0
  267. wbfdm/viewsets/configs/buttons/instruments.py +283 -0
  268. wbfdm/viewsets/configs/display/__init__.py +22 -0
  269. wbfdm/viewsets/configs/display/classifications.py +138 -0
  270. wbfdm/viewsets/configs/display/esg.py +75 -0
  271. wbfdm/viewsets/configs/display/exchanges.py +42 -0
  272. wbfdm/viewsets/configs/display/instrument_lists.py +137 -0
  273. wbfdm/viewsets/configs/display/instrument_prices.py +199 -0
  274. wbfdm/viewsets/configs/display/instrument_requests.py +116 -0
  275. wbfdm/viewsets/configs/display/instruments.py +618 -0
  276. wbfdm/viewsets/configs/display/instruments_relationships.py +65 -0
  277. wbfdm/viewsets/configs/display/monthly_performances.py +72 -0
  278. wbfdm/viewsets/configs/display/officers.py +16 -0
  279. wbfdm/viewsets/configs/display/prices.py +21 -0
  280. wbfdm/viewsets/configs/display/statement_with_estimates.py +101 -0
  281. wbfdm/viewsets/configs/display/statements.py +48 -0
  282. wbfdm/viewsets/configs/endpoints/__init__.py +41 -0
  283. wbfdm/viewsets/configs/endpoints/classifications.py +87 -0
  284. wbfdm/viewsets/configs/endpoints/esg.py +20 -0
  285. wbfdm/viewsets/configs/endpoints/exchanges.py +6 -0
  286. wbfdm/viewsets/configs/endpoints/financials_analysis.py +65 -0
  287. wbfdm/viewsets/configs/endpoints/instrument_lists.py +38 -0
  288. wbfdm/viewsets/configs/endpoints/instrument_prices.py +51 -0
  289. wbfdm/viewsets/configs/endpoints/instrument_requests.py +20 -0
  290. wbfdm/viewsets/configs/endpoints/instruments.py +13 -0
  291. wbfdm/viewsets/configs/endpoints/instruments_relationships.py +31 -0
  292. wbfdm/viewsets/configs/endpoints/statements.py +6 -0
  293. wbfdm/viewsets/configs/menus/__init__.py +9 -0
  294. wbfdm/viewsets/configs/menus/classifications.py +19 -0
  295. wbfdm/viewsets/configs/menus/exchanges.py +10 -0
  296. wbfdm/viewsets/configs/menus/instrument_lists.py +10 -0
  297. wbfdm/viewsets/configs/menus/instruments.py +20 -0
  298. wbfdm/viewsets/configs/menus/instruments_relationships.py +33 -0
  299. wbfdm/viewsets/configs/titles/__init__.py +42 -0
  300. wbfdm/viewsets/configs/titles/classifications.py +79 -0
  301. wbfdm/viewsets/configs/titles/esg.py +11 -0
  302. wbfdm/viewsets/configs/titles/exchanges.py +12 -0
  303. wbfdm/viewsets/configs/titles/financial_ratio_analysis.py +6 -0
  304. wbfdm/viewsets/configs/titles/financials_analysis.py +50 -0
  305. wbfdm/viewsets/configs/titles/instrument_prices.py +50 -0
  306. wbfdm/viewsets/configs/titles/instrument_requests.py +16 -0
  307. wbfdm/viewsets/configs/titles/instruments.py +31 -0
  308. wbfdm/viewsets/configs/titles/instruments_relationships.py +21 -0
  309. wbfdm/viewsets/configs/titles/market_data.py +13 -0
  310. wbfdm/viewsets/configs/titles/prices.py +15 -0
  311. wbfdm/viewsets/configs/titles/statement_with_estimates.py +10 -0
  312. wbfdm/viewsets/esg.py +72 -0
  313. wbfdm/viewsets/exchanges.py +63 -0
  314. wbfdm/viewsets/financial_analysis/__init__.py +3 -0
  315. wbfdm/viewsets/financial_analysis/financial_metric_analysis.py +85 -0
  316. wbfdm/viewsets/financial_analysis/financial_ratio_analysis.py +85 -0
  317. wbfdm/viewsets/financial_analysis/statement_with_estimates.py +145 -0
  318. wbfdm/viewsets/instruments/__init__.py +80 -0
  319. wbfdm/viewsets/instruments/classifications.py +279 -0
  320. wbfdm/viewsets/instruments/financials_analysis.py +614 -0
  321. wbfdm/viewsets/instruments/instrument_lists.py +77 -0
  322. wbfdm/viewsets/instruments/instrument_prices.py +542 -0
  323. wbfdm/viewsets/instruments/instrument_requests.py +51 -0
  324. wbfdm/viewsets/instruments/instruments.py +106 -0
  325. wbfdm/viewsets/instruments/instruments_relationships.py +235 -0
  326. wbfdm/viewsets/instruments/utils.py +27 -0
  327. wbfdm/viewsets/market_data.py +172 -0
  328. wbfdm/viewsets/mixins.py +9 -0
  329. wbfdm/viewsets/officers.py +27 -0
  330. wbfdm/viewsets/prices.py +62 -0
  331. wbfdm/viewsets/statements/__init__.py +1 -0
  332. wbfdm/viewsets/statements/statements.py +100 -0
  333. wbfdm/viewsets/technical_analysis/__init__.py +1 -0
  334. wbfdm/viewsets/technical_analysis/monthly_performances.py +93 -0
  335. wbfdm-2.2.1.dist-info/METADATA +15 -0
  336. wbfdm-2.2.1.dist-info/RECORD +337 -0
  337. wbfdm-2.2.1.dist-info/WHEEL +5 -0
@@ -0,0 +1,217 @@
1
+ import time
2
+ from datetime import date, datetime
3
+ from typing import Optional
4
+
5
+ import requests
6
+ from celery import shared_task
7
+ from tqdm import tqdm
8
+
9
+
10
+ class RateLimitException(Exception):
11
+ pass
12
+
13
+
14
+ class CreditLimitException(Exception):
15
+ pass
16
+
17
+
18
+ class Client:
19
+ MAX_ORG_IDS_SIZE = 100
20
+
21
+ def __init__(
22
+ self, client_id: str, client_secret: str, limit: Optional[int] = 10, rate_limit_sleep: Optional[int] = 60
23
+ ):
24
+ self.client_id = client_id
25
+ self.client_secret = client_secret
26
+ self.limit = limit
27
+ self.rate_limit_sleep = rate_limit_sleep
28
+ super().__init__()
29
+
30
+ def connect(self):
31
+ token = self._fetch_authorization_token()
32
+ self.jwt_header_value = f"Bearer {token}"
33
+
34
+ def _request(self, url, params=None, next_page_token=None):
35
+ if not params:
36
+ params = dict()
37
+ resp = requests.get(
38
+ url,
39
+ params={**params, **{"nextPageToken": next_page_token}} if next_page_token else params,
40
+ headers={"authorization": self.jwt_header_value},
41
+ )
42
+ if resp.status_code != 200:
43
+ if resp.status_code == 429:
44
+ raise RateLimitException()
45
+ raise requests.ConnectionError(
46
+ f"unexpected error from api\nstatus_code: {resp.status_code}\nerror: {resp.text}"
47
+ )
48
+
49
+ if credits_remaining_str := resp.headers.get("x-cbinsights-credits-remaining", None):
50
+ if int(credits_remaining_str) <= 0:
51
+ raise CreditLimitException()
52
+
53
+ return resp.json()
54
+
55
+ def _paginated_request(
56
+ self,
57
+ data_url: str,
58
+ extra_params=None,
59
+ last_update_time: Optional[datetime] = None,
60
+ ):
61
+ params = {"limit": self.limit}
62
+ if last_update_time:
63
+ params["lastUpdateTime"] = last_update_time.isoformat()
64
+ if extra_params:
65
+ params.update(extra_params)
66
+ resp = self._request(data_url, params=params)
67
+ yield resp
68
+ next_page_token = resp["nextPageToken"]
69
+ retry = 0
70
+ while next_page_token and retry < 5:
71
+ try:
72
+ resp = self._request(data_url, params=params, next_page_token=next_page_token)
73
+ yield resp
74
+ next_page_token = resp["nextPageToken"]
75
+ except RateLimitException:
76
+ time.sleep(self.rate_limit_sleep)
77
+ retry += 1
78
+ if retry >= 5:
79
+ raise RateLimitException()
80
+
81
+ def _chunk_paginated_request(self, data_url, org_ids, extra_params, endpoint, debug: bool = False):
82
+ data = []
83
+ ranges = list(range(0, len(org_ids), self.MAX_ORG_IDS_SIZE))
84
+ gen = tqdm(ranges, total=len(ranges)) if debug else ranges
85
+ for x in gen:
86
+ ids = org_ids[x : x + 100]
87
+ for res in self._paginated_request(
88
+ data_url,
89
+ extra_params={"orgIds": ",".join(map(str, ids)), **extra_params},
90
+ ):
91
+ if _data := res.get(endpoint, None):
92
+ data.extend(_data)
93
+ return data
94
+
95
+ def _fetch_authorization_token(self):
96
+ auth_url = "https://api.cbinsights.com/v1/authorize"
97
+
98
+ auth_resp = requests.get(
99
+ auth_url,
100
+ params={"clientId": self.client_id, "clientSecret": self.client_secret},
101
+ )
102
+
103
+ if auth_resp.status_code != 200:
104
+ raise Exception(
105
+ f"unexpected error from api\nstatus_code: {auth_resp.status_code}\nerror: {auth_resp.text}"
106
+ )
107
+
108
+ token = auth_resp.json()["token"]
109
+
110
+ return token
111
+
112
+ def _get_tasks_signatures(self, org_ids, last_update_time, data_url):
113
+ return [
114
+ fetch_datapoint_by_id_asynchronously.s(self.jwt_header_value, data_url.format(org_id), limit=self.limit)
115
+ for org_id in org_ids
116
+ ]
117
+
118
+ def fetch_credit_logs(self):
119
+ return self._request("https://api.cbinsights.com/v1/credits")["creditLogs"]
120
+
121
+ def fetch_organizations(
122
+ self,
123
+ org_ids: list[str],
124
+ include_datapacks: Optional[str] = "orgSummary,orgKPIs,orgRevenue",
125
+ last_update_time: date = None,
126
+ debug: bool = False,
127
+ **kwargs,
128
+ ):
129
+ extra_params = {"include": include_datapacks, **kwargs}
130
+ if last_update_time:
131
+ extra_params["lastUpdateTime"] = last_update_time.isoformat()
132
+ return self._chunk_paginated_request(
133
+ "https://api.cbinsights.com/v1/organizations", org_ids, extra_params, "organizations", debug=debug
134
+ )
135
+
136
+ def fetch_deals(
137
+ self,
138
+ org_ids: list[str],
139
+ start: date = None,
140
+ end: date = None,
141
+ last_update_time: date = None,
142
+ debug: bool = False,
143
+ **extra_params,
144
+ ):
145
+ if start:
146
+ extra_params["minDealDate"] = start.isoformat()
147
+ if end:
148
+ extra_params["maxDealDate"] = end.isoformat()
149
+ if last_update_time:
150
+ extra_params["lastUpdateTime"] = last_update_time.isoformat()
151
+ return self._chunk_paginated_request(
152
+ "https://api.cbinsights.com/v1/deals", org_ids, extra_params, "deals", debug=debug
153
+ )
154
+
155
+ # Sub deals utility functions.
156
+ def fetch_fundings_for_id(self, org_id: str):
157
+ data = []
158
+ for res in self._paginated_request(f"https://api.cbinsights.com/v1/organizations/{org_id}/fundings"):
159
+ if fundings_data := res.get("fundings", None):
160
+ data.extend(fundings_data)
161
+ return data
162
+
163
+ def fetch_investments_for_id(self, org_id: str):
164
+ data = []
165
+ for res in self._paginated_request(f"https://api.cbinsights.com/v1/organizations/{org_id}/investments"):
166
+ if investments_data := res.get("investments", None):
167
+ data.extend(investments_data)
168
+ return data
169
+
170
+ def fetch_portfolioexits_for_id(self, org_id: str):
171
+ data = []
172
+ for res in self._paginated_request(f"https://api.cbinsights.com/v1/organizations/{org_id}/portfolioExits"):
173
+ if portfolioexits_data := res.get("portfolioExits", None):
174
+ data.extend(portfolioexits_data)
175
+ return data
176
+
177
+ def fetch_org_id(self, org_name, org_urls: list[str]) -> int:
178
+ org_id = None
179
+ i = 0
180
+ while not org_id and i < len(org_urls):
181
+ params = {"url": org_urls[i], "orgName": org_name}
182
+ try:
183
+ hits = self._request(
184
+ "https://api.cbinsights.com/v1/organizations/lookup",
185
+ params={k: v for k, v in params.items() if v},
186
+ )["hits"]
187
+ if len(hits) > 0:
188
+ org_id = hits[0]["orgId"]
189
+ except requests.ConnectionError as e:
190
+ print(e) # noqa: T201
191
+ i += 1
192
+ return org_id
193
+
194
+
195
+ @shared_task(
196
+ queue="importexport",
197
+ autoretry_for=(Exception,),
198
+ exponential_backoff=2,
199
+ retry_kwargs={"max_retries": 2},
200
+ retry_jitter=False,
201
+ )
202
+ def fetch_datapoint_by_id_asynchronously(
203
+ jwt_header_value,
204
+ data_url,
205
+ last_update_time: Optional[datetime] = None,
206
+ limit: Optional[int] = 10,
207
+ rate_limit_sleep: Optional[int] = 60,
208
+ ):
209
+ params = {"limit": limit}
210
+ if last_update_time:
211
+ params["lastUpdateTime"] = last_update_time.isoformat()
212
+ data = []
213
+
214
+ resp = Client._request(jwt_header_value, data_url, params=params)
215
+ data.append(resp)
216
+
217
+ return data
@@ -0,0 +1,5 @@
1
+ from .daily_fundamental import *
2
+ from .fiscal_period import *
3
+ from .forecast import *
4
+ from .fundamental import *
5
+ from .instrument import *
@@ -0,0 +1,36 @@
1
+ from datetime import datetime
2
+ from io import BytesIO
3
+ from typing import Optional
4
+
5
+ from django.db import models
6
+ from pandas.tseries.offsets import BDay
7
+ from wbcore.contrib.io.backends import AbstractDataBackend, register
8
+
9
+ from .mixin import DataBackendMixin
10
+ from .utils import Controller
11
+
12
+ DEFAULT_MAPPING = {"DWFC": "free_cash", "EPS": "eps_ttm", "EPS1FD12": "eps_ftw"}
13
+
14
+
15
+ @register("Daily Fundamental", provider_key="refinitiv", save_data_in_import_source=False, passive_only=False)
16
+ class DataBackend(DataBackendMixin, AbstractDataBackend):
17
+ def __init__(self, import_credential: Optional[models.Model] = None, **kwargs):
18
+ self.controller = Controller(import_credential.username, import_credential.password)
19
+
20
+ def get_files(
21
+ self,
22
+ execution_time: datetime,
23
+ obj_external_ids: list[str] = None,
24
+ **kwargs,
25
+ ) -> BytesIO:
26
+ execution_date = execution_time.date()
27
+ start = kwargs.get("start", (execution_date - BDay(1)).date())
28
+
29
+ fields = list(DEFAULT_MAPPING.keys())
30
+ if obj_external_ids:
31
+ df = self.controller.get_data(obj_external_ids, fields, start, execution_date)
32
+ if not df.empty:
33
+ content_file = BytesIO()
34
+ df.to_json(content_file, orient="records")
35
+ file_name = f"daily_fundamental_{start:%Y-%m-%d}-{execution_date:%Y-%m-%d}_{datetime.timestamp(execution_time)}.json"
36
+ yield file_name, content_file
@@ -0,0 +1,63 @@
1
+ from datetime import datetime
2
+ from io import BytesIO
3
+ from typing import Optional
4
+
5
+ import pandas as pd
6
+ from django.db import models
7
+ from pandas.tseries.offsets import YearEnd
8
+ from wbcore.contrib.io.backends import AbstractDataBackend, register
9
+
10
+ from .mixin import DataBackendMixin
11
+ from .utils import Controller
12
+
13
+ DEFAULT_MAPPING = {
14
+ "IBEFPD": "period_type", # Expected
15
+ "IBQ1EEDT": "period_end_date", # Expected Q1
16
+ "IBQ1ERDT": "expected_report_date", # Expected Q1
17
+ "IBQ2EEDT": "period_end_date", # Expected Q2
18
+ "IBQ2ERDT": "expected_report_date", # Expected Q2
19
+ "IBFPD": "period_type", # Company/Actual
20
+ "IBQ1ENDT": "period_end_date", # Company/Actual Q1
21
+ "IBQ1CRDT": "expected_report_date", # Company/Actual Q1
22
+ "IBQ2ENDT": "period_end_date", # Company/Actual Q2
23
+ "IBQ2CRDT": "expected_report_date", # Company/Actual Q1
24
+ }
25
+
26
+
27
+ @register("Fiscal Period", provider_key="refinitiv", save_data_in_import_source=False, passive_only=False)
28
+ class DataBackend(DataBackendMixin, AbstractDataBackend):
29
+ CHUNK_SIZE = 20
30
+
31
+ def __init__(self, import_credential: Optional[models.Model] = None, **kwargs):
32
+ self.controller = Controller(import_credential.username, import_credential.password)
33
+
34
+ def get_files(
35
+ self,
36
+ execution_time: datetime,
37
+ obj_external_ids: list[str] = None,
38
+ **kwargs,
39
+ ) -> BytesIO:
40
+ execution_date = execution_time.date()
41
+ if obj_external_ids:
42
+ df = self.controller.get_data(obj_external_ids, list(DEFAULT_MAPPING.keys()))
43
+ if not df.empty:
44
+ df_last_year_end = self.controller.get_data(
45
+ obj_external_ids,
46
+ ["WC05350", "WC05351"],
47
+ start=(execution_date - YearEnd(1)).date(),
48
+ end=(execution_date + YearEnd(0)).date(),
49
+ freq="Y",
50
+ )
51
+ # We do this to gather the last fiscal year end date to forward to the parser in order for figuring out what is the actual period index
52
+ if not df_last_year_end.empty:
53
+ df_last_year_end = df_last_year_end.sort_values(by="WC05350").groupby(["Instrument"]).last()
54
+ df = pd.concat(
55
+ [df.set_index("Instrument"), df_last_year_end[df_last_year_end.columns.difference(["Dates"])]],
56
+ axis=1,
57
+ ).reset_index(names="Instrument")
58
+ df = df.dropna(how="all", subset=df.columns.difference(["Instrument", "Dates"]))
59
+ if not df.empty:
60
+ content_file = BytesIO()
61
+ df.to_json(content_file, orient="records")
62
+ file_name = f"fiscal_periods_{datetime.timestamp(execution_time)}.json"
63
+ yield file_name, content_file
@@ -0,0 +1,178 @@
1
+ from datetime import datetime
2
+ from io import BytesIO
3
+ from typing import Optional
4
+
5
+ from django.db import models
6
+ from pandas.tseries.offsets import BDay
7
+ from wbcore.contrib.io.backends import AbstractDataBackend, register
8
+
9
+ from .mixin import DataBackendMixin
10
+ from .utils import Controller
11
+
12
+ DEFAULT_MAPPING = {
13
+ "SAL1MN": "revenue_y1",
14
+ "SAL2MN": "revenue_y2",
15
+ "SAL3MN": "revenue_y3",
16
+ "SAL4MN": "revenue_y4",
17
+ "SAL5MN": "revenue_y5",
18
+ "GRM1MN": "gross_profit_margin_without_depreciation_y1",
19
+ "GRM2MN": "gross_profit_margin_without_depreciation_y2",
20
+ "GRM3MN": "gross_profit_margin_without_depreciation_y3",
21
+ "GRM4MN": "gross_profit_margin_without_depreciation_y4",
22
+ "GRM5MN": "gross_profit_margin_without_depreciation_y5",
23
+ "NER1MN": "reported_net_profit_y1",
24
+ "NER2MN": "reported_net_profit_y2",
25
+ "NER3MN": "reported_net_profit_y3",
26
+ "NER4MN": "reported_net_profit_y4",
27
+ "NER5MN": "reported_net_profit_y5",
28
+ "INC1MN": "adjusted_net_profit_y1",
29
+ "INC2MN": "adjusted_net_profit_y2",
30
+ "INC3MN": "adjusted_net_profit_y3",
31
+ "INC4MN": "adjusted_net_profit_y4",
32
+ "INC5MN": "adjusted_net_profit_y5",
33
+ "EBD1MN": "ebitda_y1",
34
+ "EBD2MN": "ebitda_y2",
35
+ "EBD3MN": "ebitda_y3",
36
+ "EBD4MN": "ebitda_y4",
37
+ "EBD5MN": "ebitda_y5",
38
+ "EBT1MN": "ebit_y1",
39
+ "EBT2MN": "ebit_y2",
40
+ "EBT3MN": "ebit_y3",
41
+ "EBT4MN": "ebit_y4",
42
+ "EBT5MN": "ebit_y5",
43
+ "NDT1MN": "net_debt_y1",
44
+ "NDT2MN": "net_debt_y2",
45
+ "NDT3MN": "net_debt_y3",
46
+ "NDT4MN": "net_debt_y4",
47
+ "NDT5MN": "net_debt_y5",
48
+ "EVT1MN": "entreprise_value_y1",
49
+ "EVT2MN": "entreprise_value_y2",
50
+ "EVT3MN": "entreprise_value_y3",
51
+ "EVT4MN": "entreprise_value_y4",
52
+ "EVT5MN": "entreprise_value_y5",
53
+ "FCF1MN": "free_cash_flow_y1",
54
+ "FCF2MN": "free_cash_flow_y2",
55
+ "FCF3MN": "free_cash_flow_y3",
56
+ "FCF4MN": "free_cash_flow_y4",
57
+ "FCF5MN": "free_cash_flow_y5",
58
+ "EPS1MN": "eps_y1",
59
+ "EPS2MN": "eps_y2",
60
+ "EPS3MN": "eps_y3",
61
+ "EPS4MN": "eps_y4",
62
+ "EPS5MN": "eps_y5",
63
+ "CAP1MN": "capital_expenditures_y1",
64
+ "CAP2MN": "capital_expenditures_y2",
65
+ "CAP3MN": "capital_expenditures_y3",
66
+ "CAP4MN": "capital_expenditures_y4",
67
+ "CAP5MN": "capital_expenditures_y5",
68
+ "BPS1MN": "expected_book_value_per_share_y1",
69
+ "BPS2MN": "expected_book_value_per_share_y2",
70
+ "BPS3MN": "expected_book_value_per_share_y3",
71
+ "BPS4MN": "expected_book_value_per_share_y4",
72
+ "BPS5MN": "expected_book_value_per_share_y5",
73
+ }
74
+
75
+ PER_SHARE_FIELDS = [
76
+ "EPS1MN",
77
+ "EPS2MN",
78
+ "EPS3MN",
79
+ "EPS4MN",
80
+ "EPS5MN",
81
+ "BPS1MN",
82
+ "BPS2MN",
83
+ "BPS3MN",
84
+ "BPS4MN",
85
+ "BPS5MN",
86
+ "FCF1MN",
87
+ "FCF2MN",
88
+ "FCF3MN",
89
+ "FCF4MN",
90
+ "FCF5MN",
91
+ "GRM1MN",
92
+ "GRM2MN",
93
+ "GRM3MN",
94
+ "GRM4MN",
95
+ "GRM5MN",
96
+ ]
97
+
98
+
99
+ CURRENCY_BASED_FIELDS = [
100
+ "SAL1MN",
101
+ "SAL2MN",
102
+ "SAL3MN",
103
+ "SAL4MN",
104
+ "SAL5MN",
105
+ "NER1MN",
106
+ "NER2MN",
107
+ "NER3MN",
108
+ "NER4MN",
109
+ "NER5MN",
110
+ "INC1MN",
111
+ "INC2MN",
112
+ "INC3MN",
113
+ "INC4MN",
114
+ "INC5MN",
115
+ "EBD1MN",
116
+ "EBD2MN",
117
+ "EBD3MN",
118
+ "EBD4MN",
119
+ "EBD5MN",
120
+ "EBT1MN",
121
+ "EBT2MN",
122
+ "EBT3MN",
123
+ "EBT4MN",
124
+ "EBT5MN",
125
+ "NDT1MN",
126
+ "NDT2MN",
127
+ "NDT3MN",
128
+ "NDT4MN",
129
+ "NDT5MN",
130
+ "EVT1MN",
131
+ "EVT2MN",
132
+ "EVT3MN",
133
+ "EVT4MN",
134
+ "EVT5MN",
135
+ "CAP1MN",
136
+ "CAP2MN",
137
+ "CAP3MN",
138
+ "CAP4MN",
139
+ "CAP5MN",
140
+ "FCF1MN",
141
+ "FCF2MN",
142
+ "FCF3MN",
143
+ "FCF4MN",
144
+ "FCF5MN",
145
+ ]
146
+
147
+
148
+ @register("Forecast", provider_key="refinitiv", save_data_in_import_source=False, passive_only=False)
149
+ class DataBackend(DataBackendMixin, AbstractDataBackend):
150
+ def __init__(self, import_credential: Optional[models.Model] = None, **kwargs):
151
+ self.controller = Controller(import_credential.username, import_credential.password)
152
+
153
+ def get_files(
154
+ self,
155
+ execution_time: datetime,
156
+ obj_external_ids: list[str] = None,
157
+ **kwargs,
158
+ ) -> BytesIO:
159
+ execution_date = execution_time.date()
160
+ start = kwargs.get("start", (execution_date - BDay(1)).date())
161
+
162
+ fields = list(DEFAULT_MAPPING.keys())
163
+ if obj_external_ids:
164
+ df = self.controller.get_data(
165
+ obj_external_ids,
166
+ fields,
167
+ start,
168
+ execution_date,
169
+ ibes_non_per_share_fields=list(filter(lambda x: x not in PER_SHARE_FIELDS, fields)),
170
+ ibes_currency_based_fields=CURRENCY_BASED_FIELDS,
171
+ )
172
+ if not df.empty:
173
+ content_file = BytesIO()
174
+ df.to_json(content_file, orient="records")
175
+ file_name = (
176
+ f"forecast_{start:%Y-%m-%d}-{execution_date:%Y-%m-%d}_{datetime.timestamp(execution_time)}.json"
177
+ )
178
+ yield file_name, content_file
@@ -0,0 +1,103 @@
1
+ from datetime import datetime
2
+ from io import BytesIO
3
+ from typing import List, Optional
4
+
5
+ import pandas as pd
6
+ from django.db import models
7
+ from wbcore.contrib.io.backends import AbstractDataBackend, register
8
+
9
+ from .mixin import DataBackendMixin
10
+ from .utils import Controller
11
+
12
+ DEFAULT_MAPPING = {
13
+ # Income Statement
14
+ "WC01001": "revenue",
15
+ "WC01051": "cost_of_good_sold_without_depreciation",
16
+ "WC18198": "ebitda",
17
+ "WC18191": "ebit",
18
+ "WC01651": "net_profit",
19
+ "WC08346": "company_tax_rate",
20
+ "WC01201": "cost_research_development",
21
+ "WC01251": "interest_expense",
22
+ "WC01101": "sga",
23
+ # Balance Sheet
24
+ "WC03501": "shareholder_equity",
25
+ "WC02999": "total_assets",
26
+ "WC03101": "current_liabilities",
27
+ "WC03351": "total_liabilities",
28
+ "WC03255": "total_debt",
29
+ "WC02003": "cash_and_cash_equivalents",
30
+ "WC02005": "cash_and_short_term_investments",
31
+ "WC18199": "net_debt",
32
+ "WC02051": "receivables",
33
+ "WC02101": "inventories",
34
+ "WC03040": "payables",
35
+ "WC02201": "current_assets",
36
+ "WC07011": "employee_count",
37
+ "WC18100": "entreprise_value",
38
+ "WC03151": "working_capital",
39
+ "WC05491": "book_value_per_share",
40
+ "WC10010": "eps",
41
+ "WC10030": "diluted_eps",
42
+ "WC01151": "deprecation_and_amortization",
43
+ # Annual data
44
+ "WC04870": "investment_cash",
45
+ "WC04860": "cash_from_operation",
46
+ "WC04890": "financing_cash",
47
+ "WC04601": "capital_expenditures",
48
+ "WC05350": "period__period_end_date",
49
+ "WC05200": "period__period_type",
50
+ # 'WC19109': "net_profit",
51
+ # 'WC19110': "net_profit",
52
+ # 'WC19111': "net_profit",
53
+ # 'WC19112': "net_profit",
54
+ }
55
+
56
+ ANNUAL_FIELDS = ["WC04870", "WC04890", "WC04860", "WC04601"]
57
+
58
+
59
+ @register("Fundamental", provider_key="refinitiv", save_data_in_import_source=False, passive_only=False)
60
+ class DataBackend(DataBackendMixin, AbstractDataBackend):
61
+ CHUNK_SIZE = 10
62
+ FISCAL_INTERVAL = 1
63
+
64
+ def __init__(self, import_credential: Optional[models.Model] = None, **kwargs):
65
+ self.controller = Controller(import_credential.username, import_credential.password)
66
+
67
+ def get_files(
68
+ self,
69
+ execution_time: datetime,
70
+ obj_external_ids: list[str] = None,
71
+ fields: List[str] = None,
72
+ **kwargs,
73
+ ) -> BytesIO:
74
+ execution_date = execution_time.date()
75
+
76
+ if not fields:
77
+ fields = list(DEFAULT_MAPPING.keys())
78
+ if obj_external_ids:
79
+ df_interim = self.controller.get_interim_fundamental_data(
80
+ obj_external_ids,
81
+ fields,
82
+ initial_start=kwargs.get("start", None),
83
+ initial_end=execution_date,
84
+ )
85
+ df_annual = self.controller.get_annual_fundamental_data(
86
+ obj_external_ids,
87
+ fields,
88
+ initial_start=kwargs.get("start", None),
89
+ initial_end=execution_date,
90
+ )
91
+ df = pd.concat([df_interim, df_annual], axis=0)
92
+ df = df.dropna(
93
+ how="all",
94
+ subset=df.columns.difference(["Instrument", "Dates", "period__period_interim", "WC05200", "WC05350"]),
95
+ )
96
+ if not df.empty:
97
+ content_file = BytesIO()
98
+ df.to_json(content_file, orient="records")
99
+ if start := kwargs.get("start", execution_date):
100
+ file_name = f"fundamental_{start:%Y-%m-%d}_{execution_date:%Y-%m-%d}_{datetime.timestamp(execution_time)}.json"
101
+ else:
102
+ file_name = f"fundamental_{execution_date:%Y-%m-%d}_{datetime.timestamp(execution_time)}.json"
103
+ yield file_name, content_file
@@ -0,0 +1,32 @@
1
+ from datetime import datetime
2
+ from io import BytesIO
3
+
4
+ from wbcore.contrib.io.backends import register
5
+
6
+ from .fundamental import DataBackend as ParentDataBackend
7
+
8
+ DEFAULT_MAPPING = {
9
+ "WC19601": "segment_1_sales",
10
+ "WC19600 ": "segment_1_description",
11
+ "WC19611": "segment_2_sales",
12
+ "WC19610 ": "segment_2_description",
13
+ "WC19621": "segment_3_sales",
14
+ "WC19620 ": "segment_3_description",
15
+ }
16
+
17
+
18
+ @register("Geographic Segment", provider_key="refinitiv", save_data_in_import_source=False, passive_only=False)
19
+ class DataBackend(ParentDataBackend):
20
+ def get_files(
21
+ self,
22
+ execution_time: datetime,
23
+ obj_external_ids: list[str] = None,
24
+ **kwargs,
25
+ ) -> BytesIO:
26
+ yield from super().get_files(
27
+ execution_time,
28
+ obj_external_ids=obj_external_ids,
29
+ fields=list(DEFAULT_MAPPING.keys()),
30
+ filename="geographic_segment",
31
+ **kwargs,
32
+ )
@@ -0,0 +1,55 @@
1
+ from datetime import datetime
2
+ from io import BytesIO
3
+ from typing import Optional
4
+
5
+ from django.db import models
6
+ from wbcore.contrib.io.backends import AbstractDataBackend, register
7
+
8
+ from .mixin import DataBackendMixin
9
+ from .utils import Controller
10
+
11
+ DEFAULT_MAPPING = {
12
+ "ISOCUR": "currency__key",
13
+ "RIC": "refinitiv_identifier_code",
14
+ "MNEM": "refinitiv_mnemonic_code",
15
+ "ISIN": "isin",
16
+ "GGISO": "country",
17
+ # "NPCUR": "currency__key",
18
+ "BNAM": "borrower",
19
+ "ITYP": "issuer_type",
20
+ "EXCHB": "exchanges",
21
+ "CTYP": "coupon_type",
22
+ "BTYP": "bond_type",
23
+ "WC06092": "description",
24
+ "SEGM": "exchange",
25
+ "NAME": "name",
26
+ "WC05601": "ticker",
27
+ "GDIGC": "gics_classification",
28
+ "TR5": "trbc_classification",
29
+ "TYPE": "instrument_type",
30
+ "WC18272": "inception_date",
31
+ "WC18273": "inception_date",
32
+ "WC07015": "delisted_date",
33
+ }
34
+
35
+
36
+ @register("Instrument", provider_key="refinitiv", save_data_in_import_source=False, passive_only=False)
37
+ class DataBackend(DataBackendMixin, AbstractDataBackend):
38
+ CHUNK_SIZE = 20
39
+
40
+ def __init__(self, import_credential: Optional[models.Model] = None, **kwargs):
41
+ self.controller = Controller(import_credential.username, import_credential.password)
42
+
43
+ def get_files(
44
+ self,
45
+ execution_time: datetime,
46
+ obj_external_ids: list[str] = None,
47
+ **kwargs,
48
+ ) -> BytesIO:
49
+ if obj_external_ids:
50
+ df = self.controller.get_data(obj_external_ids, list(DEFAULT_MAPPING.keys()))
51
+ if not df.empty:
52
+ content_file = BytesIO()
53
+ df.to_json(content_file, orient="records")
54
+ file_name = f"instrument_{datetime.timestamp(execution_time)}.json"
55
+ yield file_name, content_file