wbfdm 2.2.1__py2.py3-none-any.whl
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- wbfdm/__init__.py +2 -0
- wbfdm/admin/__init__.py +42 -0
- wbfdm/admin/classifications.py +39 -0
- wbfdm/admin/esg.py +23 -0
- wbfdm/admin/exchanges.py +53 -0
- wbfdm/admin/instrument_lists.py +23 -0
- wbfdm/admin/instrument_prices.py +62 -0
- wbfdm/admin/instrument_requests.py +33 -0
- wbfdm/admin/instruments.py +117 -0
- wbfdm/admin/instruments_relationships.py +25 -0
- wbfdm/admin/options.py +101 -0
- wbfdm/analysis/__init__.py +2 -0
- wbfdm/analysis/esg/__init__.py +0 -0
- wbfdm/analysis/esg/enums.py +82 -0
- wbfdm/analysis/esg/esg_analysis.py +217 -0
- wbfdm/analysis/esg/utils.py +13 -0
- wbfdm/analysis/financial_analysis/__init__.py +1 -0
- wbfdm/analysis/financial_analysis/financial_metric_analysis.py +88 -0
- wbfdm/analysis/financial_analysis/financial_ratio_analysis.py +125 -0
- wbfdm/analysis/financial_analysis/financial_statistics_analysis.py +271 -0
- wbfdm/analysis/financial_analysis/statement_with_estimates.py +558 -0
- wbfdm/analysis/financial_analysis/utils.py +316 -0
- wbfdm/analysis/technical_analysis/__init__.py +1 -0
- wbfdm/analysis/technical_analysis/technical_analysis.py +138 -0
- wbfdm/analysis/technical_analysis/traces.py +165 -0
- wbfdm/analysis/utils.py +32 -0
- wbfdm/apps.py +14 -0
- wbfdm/contrib/__init__.py +0 -0
- wbfdm/contrib/dsws/__init__.py +0 -0
- wbfdm/contrib/dsws/client.py +285 -0
- wbfdm/contrib/internal/__init__.py +0 -0
- wbfdm/contrib/internal/dataloaders/__init__.py +0 -0
- wbfdm/contrib/internal/dataloaders/market_data.py +87 -0
- wbfdm/contrib/metric/__init__.py +0 -0
- wbfdm/contrib/metric/admin/__init__.py +2 -0
- wbfdm/contrib/metric/admin/instruments.py +12 -0
- wbfdm/contrib/metric/admin/metrics.py +43 -0
- wbfdm/contrib/metric/apps.py +10 -0
- wbfdm/contrib/metric/backends/__init__.py +2 -0
- wbfdm/contrib/metric/backends/base.py +159 -0
- wbfdm/contrib/metric/backends/performances.py +265 -0
- wbfdm/contrib/metric/backends/statistics.py +182 -0
- wbfdm/contrib/metric/decorators.py +14 -0
- wbfdm/contrib/metric/dispatch.py +23 -0
- wbfdm/contrib/metric/dto.py +88 -0
- wbfdm/contrib/metric/exceptions.py +6 -0
- wbfdm/contrib/metric/factories.py +33 -0
- wbfdm/contrib/metric/filters.py +28 -0
- wbfdm/contrib/metric/migrations/0001_initial.py +88 -0
- wbfdm/contrib/metric/migrations/0002_remove_instrumentmetric_unique_instrument_metric_and_more.py +26 -0
- wbfdm/contrib/metric/migrations/__init__.py +0 -0
- wbfdm/contrib/metric/models.py +180 -0
- wbfdm/contrib/metric/orchestrators.py +94 -0
- wbfdm/contrib/metric/registry.py +80 -0
- wbfdm/contrib/metric/serializers.py +44 -0
- wbfdm/contrib/metric/tasks.py +27 -0
- wbfdm/contrib/metric/tests/__init__.py +0 -0
- wbfdm/contrib/metric/tests/backends/__init__.py +0 -0
- wbfdm/contrib/metric/tests/backends/test_performances.py +152 -0
- wbfdm/contrib/metric/tests/backends/test_statistics.py +48 -0
- wbfdm/contrib/metric/tests/conftest.py +92 -0
- wbfdm/contrib/metric/tests/test_dto.py +73 -0
- wbfdm/contrib/metric/tests/test_models.py +72 -0
- wbfdm/contrib/metric/tests/test_tasks.py +24 -0
- wbfdm/contrib/metric/tests/test_viewsets.py +79 -0
- wbfdm/contrib/metric/urls.py +19 -0
- wbfdm/contrib/metric/viewsets/__init__.py +1 -0
- wbfdm/contrib/metric/viewsets/configs/__init__.py +1 -0
- wbfdm/contrib/metric/viewsets/configs/display.py +92 -0
- wbfdm/contrib/metric/viewsets/configs/menus.py +11 -0
- wbfdm/contrib/metric/viewsets/configs/utils.py +137 -0
- wbfdm/contrib/metric/viewsets/mixins.py +245 -0
- wbfdm/contrib/metric/viewsets/viewsets.py +40 -0
- wbfdm/contrib/msci/__init__.py +0 -0
- wbfdm/contrib/msci/client.py +92 -0
- wbfdm/contrib/msci/dataloaders/__init__.py +0 -0
- wbfdm/contrib/msci/dataloaders/esg.py +87 -0
- wbfdm/contrib/msci/dataloaders/esg_controversies.py +81 -0
- wbfdm/contrib/msci/sync.py +58 -0
- wbfdm/contrib/msci/tests/__init__.py +0 -0
- wbfdm/contrib/msci/tests/conftest.py +1 -0
- wbfdm/contrib/msci/tests/test_client.py +70 -0
- wbfdm/contrib/qa/__init__.py +0 -0
- wbfdm/contrib/qa/apps.py +22 -0
- wbfdm/contrib/qa/database_routers.py +25 -0
- wbfdm/contrib/qa/dataloaders/__init__.py +0 -0
- wbfdm/contrib/qa/dataloaders/adjustments.py +56 -0
- wbfdm/contrib/qa/dataloaders/corporate_actions.py +59 -0
- wbfdm/contrib/qa/dataloaders/financials.py +83 -0
- wbfdm/contrib/qa/dataloaders/market_data.py +117 -0
- wbfdm/contrib/qa/dataloaders/officers.py +59 -0
- wbfdm/contrib/qa/dataloaders/reporting_dates.py +67 -0
- wbfdm/contrib/qa/dataloaders/statements.py +267 -0
- wbfdm/contrib/qa/tasks.py +0 -0
- wbfdm/dataloaders/__init__.py +0 -0
- wbfdm/dataloaders/cache.py +129 -0
- wbfdm/dataloaders/protocols.py +112 -0
- wbfdm/dataloaders/proxies.py +201 -0
- wbfdm/dataloaders/types.py +209 -0
- wbfdm/dynamic_preferences_registry.py +45 -0
- wbfdm/enums.py +657 -0
- wbfdm/factories/__init__.py +13 -0
- wbfdm/factories/classifications.py +56 -0
- wbfdm/factories/controversies.py +27 -0
- wbfdm/factories/exchanges.py +21 -0
- wbfdm/factories/instrument_list.py +22 -0
- wbfdm/factories/instrument_prices.py +79 -0
- wbfdm/factories/instruments.py +63 -0
- wbfdm/factories/instruments_relationships.py +31 -0
- wbfdm/factories/options.py +66 -0
- wbfdm/figures/__init__.py +1 -0
- wbfdm/figures/financials/__init__.py +1 -0
- wbfdm/figures/financials/financial_analysis_charts.py +469 -0
- wbfdm/figures/financials/financials_charts.py +711 -0
- wbfdm/filters/__init__.py +31 -0
- wbfdm/filters/classifications.py +100 -0
- wbfdm/filters/exchanges.py +22 -0
- wbfdm/filters/financials.py +95 -0
- wbfdm/filters/financials_analysis.py +119 -0
- wbfdm/filters/instrument_prices.py +112 -0
- wbfdm/filters/instruments.py +198 -0
- wbfdm/filters/utils.py +44 -0
- wbfdm/import_export/__init__.py +0 -0
- wbfdm/import_export/backends/__init__.py +0 -0
- wbfdm/import_export/backends/cbinsights/__init__.py +2 -0
- wbfdm/import_export/backends/cbinsights/deals.py +44 -0
- wbfdm/import_export/backends/cbinsights/equities.py +41 -0
- wbfdm/import_export/backends/cbinsights/mixin.py +15 -0
- wbfdm/import_export/backends/cbinsights/utils/__init__.py +0 -0
- wbfdm/import_export/backends/cbinsights/utils/classifications.py +4150 -0
- wbfdm/import_export/backends/cbinsights/utils/client.py +217 -0
- wbfdm/import_export/backends/refinitiv/__init__.py +5 -0
- wbfdm/import_export/backends/refinitiv/daily_fundamental.py +36 -0
- wbfdm/import_export/backends/refinitiv/fiscal_period.py +63 -0
- wbfdm/import_export/backends/refinitiv/forecast.py +178 -0
- wbfdm/import_export/backends/refinitiv/fundamental.py +103 -0
- wbfdm/import_export/backends/refinitiv/geographic_segment.py +32 -0
- wbfdm/import_export/backends/refinitiv/instrument.py +55 -0
- wbfdm/import_export/backends/refinitiv/instrument_price.py +77 -0
- wbfdm/import_export/backends/refinitiv/mixin.py +29 -0
- wbfdm/import_export/backends/refinitiv/utils/__init__.py +1 -0
- wbfdm/import_export/backends/refinitiv/utils/controller.py +182 -0
- wbfdm/import_export/handlers/__init__.py +0 -0
- wbfdm/import_export/handlers/instrument.py +253 -0
- wbfdm/import_export/handlers/instrument_list.py +101 -0
- wbfdm/import_export/handlers/instrument_price.py +71 -0
- wbfdm/import_export/handlers/option.py +54 -0
- wbfdm/import_export/handlers/private_equities.py +49 -0
- wbfdm/import_export/parsers/__init__.py +0 -0
- wbfdm/import_export/parsers/cbinsights/__init__.py +0 -0
- wbfdm/import_export/parsers/cbinsights/deals.py +39 -0
- wbfdm/import_export/parsers/cbinsights/equities.py +56 -0
- wbfdm/import_export/parsers/cbinsights/fundamentals.py +45 -0
- wbfdm/import_export/parsers/refinitiv/__init__.py +0 -0
- wbfdm/import_export/parsers/refinitiv/daily_fundamental.py +7 -0
- wbfdm/import_export/parsers/refinitiv/forecast.py +7 -0
- wbfdm/import_export/parsers/refinitiv/fundamental.py +9 -0
- wbfdm/import_export/parsers/refinitiv/geographic_segment.py +7 -0
- wbfdm/import_export/parsers/refinitiv/instrument.py +75 -0
- wbfdm/import_export/parsers/refinitiv/instrument_price.py +26 -0
- wbfdm/import_export/parsers/refinitiv/utils.py +96 -0
- wbfdm/import_export/resources/__init__.py +0 -0
- wbfdm/import_export/resources/classification.py +23 -0
- wbfdm/import_export/resources/instrument_prices.py +33 -0
- wbfdm/import_export/resources/instruments.py +176 -0
- wbfdm/jinja2.py +7 -0
- wbfdm/management/__init__.py +30 -0
- wbfdm/menu.py +11 -0
- wbfdm/migrations/0001_initial.py +71 -0
- wbfdm/migrations/0002_rename_statements_instrumentlookup_financials_and_more.py +144 -0
- wbfdm/migrations/0003_instrument_estimate_backend_and_more.py +34 -0
- wbfdm/migrations/0004_rename_financials_instrumentlookup_statements_and_more.py +86 -0
- wbfdm/migrations/0005_instrument_corporate_action_backend.py +29 -0
- wbfdm/migrations/0006_instrument_officer_backend.py +29 -0
- wbfdm/migrations/0007_instrument_country_instrument_currency_and_more.py +117 -0
- wbfdm/migrations/0008_controversy.py +75 -0
- wbfdm/migrations/0009_alter_controversy_flag_alter_controversy_initiated_and_more.py +85 -0
- wbfdm/migrations/0010_classification_classificationgroup_deal_exchange_and_more.py +1299 -0
- wbfdm/migrations/0011_delete_instrumentlookup_instrument_corporate_actions_and_more.py +169 -0
- wbfdm/migrations/0012_instrumentprice_created_instrumentprice_modified.py +564 -0
- wbfdm/migrations/0013_instrument_is_investable_universe_and_more.py +199 -0
- wbfdm/migrations/0014_alter_controversy_instrument.py +22 -0
- wbfdm/migrations/0015_instrument_instrument_investible_index.py +16 -0
- wbfdm/migrations/0016_instrumenttype_name_repr.py +18 -0
- wbfdm/migrations/0017_instrument_instrument_security_index.py +16 -0
- wbfdm/migrations/0018_instrument_instrument_level_index.py +20 -0
- wbfdm/migrations/0019_alter_controversy_source.py +17 -0
- wbfdm/migrations/0020_optionaggregate_option_and_more.py +249 -0
- wbfdm/migrations/0021_delete_instrumentdailystatistics.py +15 -0
- wbfdm/migrations/0022_instrument_cusip_option_open_interest_20d_and_more.py +91 -0
- wbfdm/migrations/0023_instrument_unique_ric_instrument_unique_rmc_and_more.py +53 -0
- wbfdm/migrations/0024_option_open_interest_10d_option_volume_10d_and_more.py +36 -0
- wbfdm/migrations/0025_instrument_is_primary_and_more.py +29 -0
- wbfdm/migrations/0026_instrument_is_cash_equivalent.py +30 -0
- wbfdm/migrations/0027_remove_instrument_unique_ric_and_more.py +100 -0
- wbfdm/migrations/__init__.py +0 -0
- wbfdm/models/__init__.py +4 -0
- wbfdm/models/esg/__init__.py +1 -0
- wbfdm/models/esg/controversies.py +81 -0
- wbfdm/models/exchanges/__init__.py +1 -0
- wbfdm/models/exchanges/exchanges.py +223 -0
- wbfdm/models/fields.py +117 -0
- wbfdm/models/fk_fields.py +403 -0
- wbfdm/models/indicators.py +0 -0
- wbfdm/models/instruments/__init__.py +19 -0
- wbfdm/models/instruments/classifications.py +265 -0
- wbfdm/models/instruments/instrument_lists.py +120 -0
- wbfdm/models/instruments/instrument_prices.py +540 -0
- wbfdm/models/instruments/instrument_relationships.py +251 -0
- wbfdm/models/instruments/instrument_requests.py +196 -0
- wbfdm/models/instruments/instruments.py +991 -0
- wbfdm/models/instruments/llm/__init__.py +1 -0
- wbfdm/models/instruments/llm/create_instrument_news_relationships.py +78 -0
- wbfdm/models/instruments/mixin/__init__.py +0 -0
- wbfdm/models/instruments/mixin/financials_computed.py +804 -0
- wbfdm/models/instruments/mixin/financials_serializer_fields.py +1407 -0
- wbfdm/models/instruments/mixin/instruments.py +294 -0
- wbfdm/models/instruments/options.py +225 -0
- wbfdm/models/instruments/private_equities.py +59 -0
- wbfdm/models/instruments/querysets.py +73 -0
- wbfdm/models/instruments/utils.py +41 -0
- wbfdm/preferences.py +21 -0
- wbfdm/serializers/__init__.py +4 -0
- wbfdm/serializers/esg.py +36 -0
- wbfdm/serializers/exchanges.py +39 -0
- wbfdm/serializers/instruments/__init__.py +37 -0
- wbfdm/serializers/instruments/classifications.py +139 -0
- wbfdm/serializers/instruments/instrument_lists.py +61 -0
- wbfdm/serializers/instruments/instrument_prices.py +73 -0
- wbfdm/serializers/instruments/instrument_relationships.py +170 -0
- wbfdm/serializers/instruments/instrument_requests.py +61 -0
- wbfdm/serializers/instruments/instruments.py +274 -0
- wbfdm/serializers/instruments/mixins.py +104 -0
- wbfdm/serializers/officers.py +20 -0
- wbfdm/signals.py +7 -0
- wbfdm/sync/__init__.py +0 -0
- wbfdm/sync/abstract.py +31 -0
- wbfdm/sync/runner.py +22 -0
- wbfdm/tasks.py +69 -0
- wbfdm/tests/__init__.py +0 -0
- wbfdm/tests/analysis/__init__.py +0 -0
- wbfdm/tests/analysis/financial_analysis/__init__.py +0 -0
- wbfdm/tests/analysis/financial_analysis/test_statement_with_estimates.py +392 -0
- wbfdm/tests/analysis/financial_analysis/test_utils.py +322 -0
- wbfdm/tests/analysis/test_esg.py +159 -0
- wbfdm/tests/conftest.py +92 -0
- wbfdm/tests/dataloaders/__init__.py +0 -0
- wbfdm/tests/dataloaders/test_cache.py +73 -0
- wbfdm/tests/models/__init__.py +0 -0
- wbfdm/tests/models/test_classifications.py +99 -0
- wbfdm/tests/models/test_exchanges.py +7 -0
- wbfdm/tests/models/test_instrument_list.py +117 -0
- wbfdm/tests/models/test_instrument_prices.py +306 -0
- wbfdm/tests/models/test_instruments.py +202 -0
- wbfdm/tests/models/test_merge.py +99 -0
- wbfdm/tests/models/test_options.py +69 -0
- wbfdm/tests/test_tasks.py +6 -0
- wbfdm/tests/tests.py +10 -0
- wbfdm/urls.py +222 -0
- wbfdm/utils.py +54 -0
- wbfdm/viewsets/__init__.py +10 -0
- wbfdm/viewsets/configs/__init__.py +5 -0
- wbfdm/viewsets/configs/buttons/__init__.py +8 -0
- wbfdm/viewsets/configs/buttons/classifications.py +23 -0
- wbfdm/viewsets/configs/buttons/exchanges.py +9 -0
- wbfdm/viewsets/configs/buttons/instrument_prices.py +49 -0
- wbfdm/viewsets/configs/buttons/instruments.py +283 -0
- wbfdm/viewsets/configs/display/__init__.py +22 -0
- wbfdm/viewsets/configs/display/classifications.py +138 -0
- wbfdm/viewsets/configs/display/esg.py +75 -0
- wbfdm/viewsets/configs/display/exchanges.py +42 -0
- wbfdm/viewsets/configs/display/instrument_lists.py +137 -0
- wbfdm/viewsets/configs/display/instrument_prices.py +199 -0
- wbfdm/viewsets/configs/display/instrument_requests.py +116 -0
- wbfdm/viewsets/configs/display/instruments.py +618 -0
- wbfdm/viewsets/configs/display/instruments_relationships.py +65 -0
- wbfdm/viewsets/configs/display/monthly_performances.py +72 -0
- wbfdm/viewsets/configs/display/officers.py +16 -0
- wbfdm/viewsets/configs/display/prices.py +21 -0
- wbfdm/viewsets/configs/display/statement_with_estimates.py +101 -0
- wbfdm/viewsets/configs/display/statements.py +48 -0
- wbfdm/viewsets/configs/endpoints/__init__.py +41 -0
- wbfdm/viewsets/configs/endpoints/classifications.py +87 -0
- wbfdm/viewsets/configs/endpoints/esg.py +20 -0
- wbfdm/viewsets/configs/endpoints/exchanges.py +6 -0
- wbfdm/viewsets/configs/endpoints/financials_analysis.py +65 -0
- wbfdm/viewsets/configs/endpoints/instrument_lists.py +38 -0
- wbfdm/viewsets/configs/endpoints/instrument_prices.py +51 -0
- wbfdm/viewsets/configs/endpoints/instrument_requests.py +20 -0
- wbfdm/viewsets/configs/endpoints/instruments.py +13 -0
- wbfdm/viewsets/configs/endpoints/instruments_relationships.py +31 -0
- wbfdm/viewsets/configs/endpoints/statements.py +6 -0
- wbfdm/viewsets/configs/menus/__init__.py +9 -0
- wbfdm/viewsets/configs/menus/classifications.py +19 -0
- wbfdm/viewsets/configs/menus/exchanges.py +10 -0
- wbfdm/viewsets/configs/menus/instrument_lists.py +10 -0
- wbfdm/viewsets/configs/menus/instruments.py +20 -0
- wbfdm/viewsets/configs/menus/instruments_relationships.py +33 -0
- wbfdm/viewsets/configs/titles/__init__.py +42 -0
- wbfdm/viewsets/configs/titles/classifications.py +79 -0
- wbfdm/viewsets/configs/titles/esg.py +11 -0
- wbfdm/viewsets/configs/titles/exchanges.py +12 -0
- wbfdm/viewsets/configs/titles/financial_ratio_analysis.py +6 -0
- wbfdm/viewsets/configs/titles/financials_analysis.py +50 -0
- wbfdm/viewsets/configs/titles/instrument_prices.py +50 -0
- wbfdm/viewsets/configs/titles/instrument_requests.py +16 -0
- wbfdm/viewsets/configs/titles/instruments.py +31 -0
- wbfdm/viewsets/configs/titles/instruments_relationships.py +21 -0
- wbfdm/viewsets/configs/titles/market_data.py +13 -0
- wbfdm/viewsets/configs/titles/prices.py +15 -0
- wbfdm/viewsets/configs/titles/statement_with_estimates.py +10 -0
- wbfdm/viewsets/esg.py +72 -0
- wbfdm/viewsets/exchanges.py +63 -0
- wbfdm/viewsets/financial_analysis/__init__.py +3 -0
- wbfdm/viewsets/financial_analysis/financial_metric_analysis.py +85 -0
- wbfdm/viewsets/financial_analysis/financial_ratio_analysis.py +85 -0
- wbfdm/viewsets/financial_analysis/statement_with_estimates.py +145 -0
- wbfdm/viewsets/instruments/__init__.py +80 -0
- wbfdm/viewsets/instruments/classifications.py +279 -0
- wbfdm/viewsets/instruments/financials_analysis.py +614 -0
- wbfdm/viewsets/instruments/instrument_lists.py +77 -0
- wbfdm/viewsets/instruments/instrument_prices.py +542 -0
- wbfdm/viewsets/instruments/instrument_requests.py +51 -0
- wbfdm/viewsets/instruments/instruments.py +106 -0
- wbfdm/viewsets/instruments/instruments_relationships.py +235 -0
- wbfdm/viewsets/instruments/utils.py +27 -0
- wbfdm/viewsets/market_data.py +172 -0
- wbfdm/viewsets/mixins.py +9 -0
- wbfdm/viewsets/officers.py +27 -0
- wbfdm/viewsets/prices.py +62 -0
- wbfdm/viewsets/statements/__init__.py +1 -0
- wbfdm/viewsets/statements/statements.py +100 -0
- wbfdm/viewsets/technical_analysis/__init__.py +1 -0
- wbfdm/viewsets/technical_analysis/monthly_performances.py +93 -0
- wbfdm-2.2.1.dist-info/METADATA +15 -0
- wbfdm-2.2.1.dist-info/RECORD +337 -0
- wbfdm-2.2.1.dist-info/WHEEL +5 -0
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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 +1,36 @@
|
|
|
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
|