wbfdm 2.2.1__tar.gz

wbfdm-2.2.1/.gitignore

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+~
+
+# Docker volumes
+volumes/
+# Poetry auth file
+auth.toml
+
+media/*
+media/
+mediafiles/
+mediafiles/*
+test/*
+staticfiles/*
+staticfiles/
+#
+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+info/
+downloads/
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+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+share/python-wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+MANIFEST
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
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+# Installer logs
+pip-log.txt
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+htmlcov/
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+coverage.xml
+*.cover
+*.py,cover
+.hypothesis/
+.pytest_cache/
+cover/
+report.xml
+*/report.xml
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+*.sqlite3
+db.sqlite3-journal
+
+# Flask stuff:
+instance/
+.webassets-cache
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+.scrapy
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+# Sphinx documentation
+docs/_build/
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+# PyBuilder
+.pybuilder/
+target/
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+# Jupyter Notebook
+.ipynb_checkpoints
+*.ipynb
+# IPython
+profile_default/
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+
+# pyenv
+#   For a library or package, you might want to ignore these files since the code is
+#   intended to run in multiple environments; otherwise, check them in:
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+#   install all needed dependencies.
+#Pipfile.lock
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+__pypackages__/
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+# Celery stuff
+celerybeat-schedule
+celerybeat.pid
+
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+*.sage.py
+
+# Environments
+.env
+.envrc
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+.spyderproject
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+/projects/*/requirements.txt
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+
+# Ignore archive localization generated folder
+backend/modules/**/archive/*
+**/**/requirements.txt
+CHANGELOG-*

wbfdm-2.2.1/PKG-INFO

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+Metadata-Version: 2.3
+Name: wbfdm
+Version: 2.2.1
+Summary: The workbench module ensures rapid access to diverse financial data (market, fundamental, forecasts, ESG), with features for storing instruments, classifying them, and conducting financial analysis.
+Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
+Requires-Dist: roman==4.*
+Requires-Dist: stockstats==0.6.*
+Requires-Dist: wbcore
+Requires-Dist: wbnews
+Provides-Extra: dsws
+Requires-Dist: datastreampy==2.0.*; extra == 'dsws'
+Requires-Dist: requests-cache==1.0.*; extra == 'dsws'
+Provides-Extra: qa
+Requires-Dist: jinjasql2==0.1.*; extra == 'qa'
+Requires-Dist: mssql-django==1.4.*; extra == 'qa'

wbfdm-2.2.1/pyproject.toml

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+[project]
+name = "wbfdm"
+description = "The workbench module ensures rapid access to diverse financial data (market, fundamental, forecasts, ESG), with features for storing instruments, classifying them, and conducting financial analysis."
+authors = [{ name = "Christopher Wittlinger", email = "c.wittlinger@stainly.com"}]
+dynamic = ["version"]
+
+dependencies = [
+  "wbcore",
+  "wbnews",
+  "stockstats == 0.6.*",
+  "roman == 4.*",
+]
+
+[project.optional-dependencies]
+qa = [
+  "mssql-django == 1.4.*",
+  "jinjasql2 == 0.1.*",
+]
+dsws = [
+  "requests-cache == 1.0.*",
+  "datastreampy == 2.0.*",
+]
+
+[tool.uv.sources]
+wbcore = { workspace = true }
+wbnews = { workspace = true }
+
+[tool.uv]
+package = true
+
+[tool.hatch.version]
+path = "../../pyproject.toml"
+
+[tool.hatch.build.targets.sdist]
+include = ["wbfdm/*"]
+
+[tool.hatch.build.targets.wheel]
+packages = ["wbfdm"]
+only-packages = true
+
+[build-system]
+requires = ["hatchling"]
+build-backend = "hatchling.build"

wbfdm-2.2.1/wbfdm/__init__.py

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+__version__ = "1.0.0"
+

wbfdm-2.2.1/wbfdm/admin/__init__.py

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+from django.contrib import admin
+
+from .instruments import InstrumentModelAdmin, InstrumentTypeModelAdmin
+from .classifications import ClassificationAdmin, ClassificationGroupAdmin
+from .exchanges import ExchangeModelAdmin
+from .instrument_lists import InstrumentListAdmin
+from .instruments_relationships import InstrumentFavoriteGroupModelAdmin
+from .esg import ControversyModelAdmin
+from .exchanges import ExchangeModelAdmin
+from .instrument_prices import InstrumentPriceAdmin
+from .instrument_requests import InstrumentRequestModelAdmin
+from .options import OptionModelAdmin, OptionAggregateModelAdmin
+
+
+class ReadOnlyAdmin(admin.ModelAdmin):
+    readonly_fields = []
+
+    def get_readonly_fields(self, request, obj=None):
+        return (
+            list(self.readonly_fields)
+            + [field.name for field in obj._meta.fields]  # type: ignore
+            + [field.name for field in obj._meta.many_to_many]  # type: ignore
+        )
+
+    def has_add_permission(self, request):
+        return False
+
+    def has_delete_permission(self, request, obj=None):
+        return False
+
+
+class ReadOnlyTabularInline(admin.TabularInline):
+    show_change_link = True
+
+    def has_change_permission(self, request, obj=None):
+        return False
+
+    def has_add_permission(self, request, obj=None):
+        return False
+
+    def has_delete_permission(self, request, obj=None):
+        return False

wbfdm-2.2.1/wbfdm/admin/classifications.py

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+from django.contrib import admin
+from reversion_compare.admin import CompareVersionAdmin
+from wbfdm.models import Classification, ClassificationGroup
+
+
+class ClassificationInLine(admin.TabularInline):
+    model = Classification
+    fields = ["code_aggregated", "name"]
+    extra = 0
+
+
+@admin.register(ClassificationGroup)
+class ClassificationGroupAdmin(CompareVersionAdmin):
+    list_display = ["name", "max_depth", "is_primary"]
+
+    search_fields = ["name"]
+    ordering = ["name"]
+
+    def reversion_register(self, model, **options):
+        options = {
+            "ignore_duplicates": True,
+        }
+        super().reversion_register(model, **options)
+
+
+@admin.register(Classification)
+class ClassificationAdmin(CompareVersionAdmin):
+    list_display = ["code_aggregated", "name", "level"]
+
+    search_fields = ["code_aggregated", "name"]
+    inlines = [ClassificationInLine]
+    ordering = ["code_aggregated"]
+    list_filter = ("height", "level", "group")
+
+    def reversion_register(self, model, **options):
+        options = {
+            "ignore_duplicates": True,
+        }
+        super().reversion_register(model, **options)

wbfdm-2.2.1/wbfdm/admin/esg.py

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+from django.contrib import admin
+from wbfdm.models import Controversy
+
+
+@admin.register(Controversy)
+class ControversyModelAdmin(admin.ModelAdmin):
+    search_fields = (
+        "headline",
+        "description",
+        "source",
+    )
+    raw_id_fields = ["instrument"]
+    list_display = (
+        "initiated",
+        "review",
+        "headline",
+        "description",
+        "source",
+        "status",
+        "type",
+        "severity",
+        "company_response",
+    )

wbfdm-2.2.1/wbfdm/admin/exchanges.py

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+from django import forms
+from django.contrib import admin
+from wbfdm.models import Exchange
+
+
+class CsvImportForm(forms.Form):
+    csv_file = forms.FileField()
+
+
+@admin.register(Exchange)
+class ExchangeModelAdmin(admin.ModelAdmin):
+    list_display = (
+        "source_id",
+        "name",
+        "mic_code",
+        "operating_mic_code",
+        "bbg_exchange_codes",
+        "bbg_composite",
+        "country",
+    )
+    search_fields = (
+        "name",
+        "operating_mic_code",
+        "mic_code",
+        "bbg_exchange_codes",
+        "bbg_composite",
+        "refinitiv_identifier_code",
+        "comments",
+    )
+    list_filter = ["country"]
+    fieldsets = (
+        (
+            "Main Data",
+            {
+                "fields": (
+                    (
+                        "name",
+                        "opening_time",
+                        "closing_time",
+                    ),
+                    ("mic_code", "mic_name"),
+                    ("operating_mic_code", "operating_mic_name"),
+                    ("bbg_exchange_codes", "bbg_composite_primary", "bbg_composite"),
+                    ("refinitiv_identifier_code", "refinitiv_mnemonic"),
+                    ("country", "website"),
+                    ("comments",),
+                )
+            },
+        ),
+    )
+
+    def get_queryset(self, request):
+        return super().get_queryset(request).select_related("country")

wbfdm-2.2.1/wbfdm/admin/instrument_lists.py

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+from django.contrib import admin
+from wbfdm.models import InstrumentList, InstrumentListThroughModel
+
+
+class InstrumentInstrumentList(admin.TabularInline):
+    model = InstrumentListThroughModel
+    fk_name = "instrument_list"
+    fields = ["instrument_str", "instrument", "validated", "from_date", "to_date"]
+
+    raw_id_fields = ["instrument", "instrument_list"]
+
+    def get_queryset(self, request):
+        return super().get_queryset(request).select_related("instrument")
+
+
+@admin.register(InstrumentList)
+class InstrumentListAdmin(admin.ModelAdmin):
+    search_fields = ("name", "instrument_list_type")
+    list_display = ("name", "instrument_list_type")
+
+    inlines = [
+        InstrumentInstrumentList,
+    ]

wbfdm-2.2.1/wbfdm/admin/instrument_prices.py

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+import pandas as pd
+from django.contrib import admin
+from wbcore.admin import ExportCsvMixin, ImportCsvMixin
+from wbfdm.models import Instrument, InstrumentPrice
+
+
+@admin.register(InstrumentPrice)
+class InstrumentPriceAdmin(ExportCsvMixin, ImportCsvMixin, admin.ModelAdmin):
+    change_list_template = "wbcore/admin/change_list.html"
+    # fsm_field = ["status"]
+    list_display = ("date", "instrument", "net_value", "gross_value", "calculated")
+
+    ordering = ("-date",)
+
+    autocomplete_fields = ["instrument"]
+    fieldsets = (
+        (
+            "Main Data",
+            {
+                "fields": (
+                    (
+                        "instrument",
+                        "date",
+                        "import_source",
+                        "calculated",
+                    ),
+                    ("net_value", "gross_value"),
+                )
+            },
+        ),
+        (
+            "Extra Data",
+            {
+                "fields": (
+                    ("volume", "volume_50d", "volume_200d"),
+                    ("outstanding_shares", "market_capitalization", "market_capitalization_consolidated"),
+                )
+            },
+        ),
+        (
+            "Computed fields",
+            {
+                "fields": (
+                    "lock_statistics",
+                    ("sharpe_ratio", "correlation", "beta"),
+                )
+            },
+        ),
+    )
+
+    raw_id_fields = ["import_source", "instrument"]
+
+    actions = ["export_as_csv"]
+
+    def manipulate_df(self, df):
+        df["instrument"] = df["instrument"].apply(lambda x: Instrument.objects.get(id=x))
+        df["date"] = pd.to_datetime(df["date"])
+        return df
+
+    def process_model(self, model):
+        query_params = {"instrument": model["instrument"], "date": model["date"]}
+        self.model.objects.update_or_create(**query_params, defaults=model)

wbfdm-2.2.1/wbfdm/admin/instrument_requests.py

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+from django.contrib import admin
+from wbfdm.models import InstrumentRequest
+
+
+@admin.register(InstrumentRequest)
+class InstrumentRequestModelAdmin(admin.ModelAdmin):
+    search_fields = (
+        "created_instrument__computed_str",
+        "requester__comptuted_str",
+    )
+    raw_id_fields = ["created_instrument", "requester"]
+    list_display = (
+        "status",
+        "requester",
+        "handler",
+        "notes",
+        "created",
+        "created_instrument",
+    )
+    readonly_fields = ["created"]
+    fieldsets = (
+        (
+            "Main Data",
+            {
+                "fields": (
+                    ("status", "created", "created_instrument"),
+                    ("requester", "handler"),
+                    ("notes",),
+                    ("instrument_data",),
+                )
+            },
+        ),
+    )

wbfdm-2.2.1/wbfdm/admin/instruments.py

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+from django.contrib import admin
+from wbfdm.models import Instrument, InstrumentType
+from wbfdm.models.instruments.instruments import import_prices_as_task
+
+from .instruments_relationships import (
+    InstrumentClassificationThroughModelAdmin,
+    RelatedInstrumentThroughModelInlineAdmin,
+)
+
+
+class InstrumentInline(admin.TabularInline):
+    verbose_name = "Child"
+    verbose_names = "Children"
+    model = Instrument
+    fields = ("name", "exchange", "is_investable_universe", "is_security", "is_primary")
+    autocomplete_fields = ("exchange",)
+    show_change_link = True
+    extra = 0
+
+
+@admin.register(InstrumentType)
+class InstrumentTypeModelAdmin(admin.ModelAdmin):
+    list_display = ("name", "key", "is_security", "is_classifiable")
+
+
+@admin.register(Instrument)
+class InstrumentModelAdmin(admin.ModelAdmin):
+    list_display = (
+        "_is_investable",
+        "is_investable_universe",
+        "is_security",
+        "is_primary",
+        "instrument_type",
+        "name",
+        "source",
+        "source_id",
+        "exchange",
+        "ticker",
+        "refinitiv_identifier_code",
+        "refinitiv_mnemonic_code",
+        "isin",
+        "currency",
+        "country",
+    )
+    list_filter = ["instrument_type", "is_investable_universe", "is_security", "is_managed", "is_primary"]
+    fieldsets = (
+        (
+            "Instrument Information",
+            {
+                "fields": (
+                    ("name", "name_repr", "computed_str"),
+                    ("parent", "instrument_type"),
+                    ("is_cash", "is_security", "is_managed", "is_investable_universe", "is_primary"),
+                    ("inception_date", "delisted_date"),
+                    ("primary_url", "additional_urls"),
+                    (
+                        "ticker",
+                        "identifier",
+                        "refinitiv_identifier_code",
+                        "refinitiv_mnemonic_code",
+                    ),
+                    (
+                        "cusip",
+                        "sedol",
+                        "valoren",
+                    ),
+                    ("isin", "old_isins", "tags"),
+                    ("currency", "country", "headquarter_city", "headquarter_address"),
+                    (
+                        "exchange",
+                        "import_source",
+                        "base_color",
+                    ),
+                    ("description",),
+                    ("dl_parameters", "source", "source_id"),
+                )
+            },
+        ),
+    )
+    search_fields = (
+        "name",
+        "name_repr",
+        "isin",
+        "ticker",
+        "computed_str",
+        "refinitiv_identifier_code",
+        "refinitiv_mnemonic_code",
+        "cusip",
+        "sedol",
+        "valoren",
+        "source_id",
+    )
+
+    autocomplete_fields = ["parent", "currency", "country", "headquarter_city", "related_instruments", "tags"]
+    readonly_fields = ["computed_str", "last_update", "last_valuation_date"]
+    inlines = [InstrumentInline, RelatedInstrumentThroughModelInlineAdmin, InstrumentClassificationThroughModelAdmin]
+    raw_id_fields = [
+        "import_source",
+    ]
+
+    actions = ["reimport_prices_since_inception"]
+
+    def reimport_prices_since_inception(self, request, queryset):
+        for instrument in queryset:
+            for investable_children in instrument.get_descendants(include_self=True).filter(
+                is_investable_universe=True
+            ):  # trigger the recomputation for all children within the investable universe
+                import_prices_as_task.delay(investable_children.id, clear=True)
+
+    def isin(self, obj):
+        return obj.isin
+
+    def ric(self, obj):
+        return obj.ric
+
+    def get_queryset(self, request):
+        return super().get_queryset(request).select_related("currency", "country", "instrument_type")

wbfdm-2.2.1/wbfdm/admin/instruments_relationships.py

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+from django.contrib import admin
+from wbfdm.models import (
+    InstrumentClassificationThroughModel,
+    InstrumentFavoriteGroup,
+    RelatedInstrumentThroughModel,
+)
+
+
+@admin.register(InstrumentFavoriteGroup)
+class InstrumentFavoriteGroupModelAdmin(admin.ModelAdmin):
+    list_display = ("name", "owner", "public", "primary")
+    autocomplete_fields = ["instruments", "owner"]
+
+
+class InstrumentClassificationThroughModelAdmin(admin.TabularInline):
+    list_display = ("classification", "is_favorite")
+    model = InstrumentClassificationThroughModel
+    fk_name = "instrument"
+    autocomplete_fields = ["classification"]
+
+
+class RelatedInstrumentThroughModelInlineAdmin(admin.TabularInline):
+    model = RelatedInstrumentThroughModel
+    fk_name = "instrument"
+    autocomplete_fields = ["related_instrument"]