wbfdm 2.2.5__tar.gz → 2.2.6__tar.gz

{wbfdm-2.2.5 → wbfdm-2.2.6}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.3
+Metadata-Version: 2.4
 Name: wbfdm
-Version: 2.2.5
+Version: 2.2.6
 Summary: The workbench module ensures rapid access to diverse financial data (market, fundamental, forecasts, ESG), with features for storing instruments, classifying them, and conducting financial analysis.
 Author-email: Christopher Wittlinger <c.wittlinger@stainly.com>
 Requires-Dist: roman==4.*

{wbfdm-2.2.5 → wbfdm-2.2.6}/pyproject.toml

@@ -32,7 +32,7 @@ package = true
 path = "../../pyproject.toml"
 
 [tool.hatch.build]
-include = ["wbfdm/**/*.py"]
+include = ["wbfdm/**/*"]
 
 [build-system]
 requires = ["hatchling"]

wbfdm-2.2.6/wbfdm/contrib/qa/jinja2/qa/sql/companies.sql

@@ -0,0 +1,100 @@
+SELECT
+    'qa-ds2-company' AS 'source',
+    company.DsCmpyCode AS 'source_id',
+    NULL AS 'parent_id',
+    coalesce(cmp_ref.PrimaryName, company.DsCmpyName) AS 'name',
+    company.CmpyCtryCode AS 'country_id',
+    exchange_qt.ISOCurrCode AS 'currency_id',
+    'company' AS 'instrument_type_id',
+    rkd_instrument.ISIN AS 'isin',
+    rkd_instrument.Ticker AS 'ticker',
+    rkd_instrument.RIC AS 'refinitiv_identifier_code',
+	country_qt.DsMnem AS 'refinitiv_mnemonic_code',
+    rkd_instrument.Cusip AS 'cusip',
+    rkd_instrument.Sedol AS 'sedol',
+    filing.TxtInfo AS 'description',
+    rkd_cmp_det.Employees AS 'employees',
+    (select top 1 concat('00', phone.CtryPh, phone.City, phone.PhoneNo) from RKDFndCmpPhone AS phone where phone.Code = rkd_instrument.Code AND PhTypeCode = 1) AS 'phone',
+    (select top 1 web.URL from RKDFndCmpWebLink AS web where web.Code = rkd_instrument.Code AND web.URLTypeCode = 1) AS 'primary_url',
+    (select string_agg(web.URL, ',') from RKDFndCmpWebLink AS web where web.Code = rkd_instrument.Code AND web.URLTypeCode <> 1) AS 'additional_urls',
+    concat(rkd_cmp_det.StAdd1, ', ', rkd_cmp_det.Post, ', ', rkd_cmp_det.City) AS 'headquarter_address',
+    convert(Date, COALESCE(rkd_cmp_det.PublicSince, (SELECT MIN(MarketDate) FROM DS2PrimQtPrc WHERE InfoCode = exchange_qt.InfoCode))) AS 'inception_date',
+	NULL AS 'delisted_date',
+    convert(Date, cmp_ref.LatestFinAnnDt) AS 'last_annual_report',
+    convert(Date, cmp_ref.LatestFinIntmDt) AS 'last_interim_report',
+    -- MarketData DL
+    exchange_qt.InfoCode AS 'quote_code',
+    exchange_qt.ExchIntCode AS 'exchange_code',
+    -- Fundamental DL
+    rkd_instrument.Code AS 'rkd_code',
+    -- Forecast DL
+    ibes_mapping.EstPermID AS 'ibes_code'
+
+FROM DS2Company AS company
+
+LEFT JOIN DS2Security AS security
+    ON company.DsCmpyCode = security.DsCmpyCode
+    AND security.IsMajorSec = 'Y'
+
+LEFT JOIN DS2ExchQtInfo AS exchange_qt
+    ON exchange_qt.InfoCode = security.PrimQtInfoCode
+    AND exchange_qt.IsPrimExchQt = 'Y'
+
+LEFT JOIN DS2CtryQtInfo AS country_qt
+    ON exchange_qt.InfoCode = country_qt.InfoCode
+
+LEFT JOIN vw_SecurityMappingX AS mappingX
+    ON mappingX.vencode = security.PrimQtInfoCode
+    AND mappingX.ventype = 33
+    AND mappingX.rank = 1
+    AND mappingX.StartDate = (
+        SELECT MAX(I.StartDate)
+        FROM vw_SecurityMappingX AS I
+        WHERE I.typ = mappingX.typ AND I.vencode = mappingX.vencode AND I.ventype = mappingX.ventype
+    )
+
+LEFT JOIN vw_SecurityMappingX AS mappingRKD
+    ON mappingX.seccode = mappingRKD.seccode
+    AND mappingX.typ = mappingRKD.typ
+    AND mappingRKD.ventype = 26
+    AND mappingRKD.rank = 1
+    AND mappingRKD.StartDate = (
+        SELECT MAX(I.StartDate)
+        FROM vw_SecurityMappingX AS I
+        WHERE I.typ = mappingRKD.typ AND I.vencode = mappingRKD.vencode AND I.ventype = mappingRKD.ventype
+    )
+
+LEFT JOIN RKDFndCmpRefIssue AS rkd_instrument
+    ON rkd_instrument.IssueCode = mappingRKD.vencode
+
+LEFT JOIN RKDFndCmpDet AS rkd_cmp_det
+    ON rkd_cmp_det.Code = rkd_instrument.Code
+
+LEFT JOIN RKDFndCmpRef AS cmp_ref
+    ON cmp_ref.Code = rkd_instrument.Code
+
+LEFT JOIN RKDFndCmpFiling AS filing
+    ON filing.Code = rkd_instrument.Code
+    AND filing.TxtInfoTypeCode = 2
+
+LEFT JOIN vw_IBES2Mapping AS ibes_mapping
+    ON ibes_mapping.SecCode = mappingX.seccode
+    AND ibes_mapping.typ = mappingX.typ
+    AND ibes_mapping.Exchange = (
+        CASE
+            WHEN ibes_mapping.typ = 6 THEN 0
+            WHEN ibes_mapping.typ = 1 THEN 1
+        END
+    )
+
+{% if source_id %}
+where company.DsCmpyCode = {{ source_id }}
+{% endif %}
+-- where company.CmpyCtryCode = 'IS'
+
+ORDER BY company.DsCmpyCode
+
+{% if (offset == 0 or offset) and batch %}
+offset {{ offset|sqlsafe }} rows
+fetch next {{ batch|sqlsafe }} rows only
+{% endif %}

wbfdm-2.2.6/wbfdm/contrib/qa/jinja2/qa/sql/ibes/base_estimates.sql

@@ -0,0 +1,33 @@
+{% extends 'qa/sql/ibes/financials.sql' %}
+
+{% block additional_fields %}
+(
+    select DefActValue * DefScale
+    from TreActRpt
+    where
+        fin.EstPermID = EstPermID
+        and fin.PerEndDate = PerEndDate
+        and fin.Measure = Measure
+        and fin.PerType = PerType
+        and ExpireDate is null
+        and fin.IsParent = IsParent
+) as actual_value,
+case
+    when fin.DefMeanEst = 0 then null
+    else ((
+        select DefActValue * DefScale
+        from TREActRpt
+        where
+            fin.EstPermID = EstPermID
+            and fin.PerEndDate = PerEndDate
+            and fin.Measure = Measure
+            and fin.PerType = PerType
+            and ExpireDate IS NULL
+            and fin.IsParent = IsParent
+    ) - (fin.DefMeanEst * fin.DefScale)) / (fin.DefMeanEst * fin.DefScale)
+end AS difference_pct,
+fin.DefHighEst * fin.DefScale AS value_high,
+fin.DefLowEst * fin.DefScale AS value_low,
+fin.DefStdDev * fin.DefScale AS value_stdev,
+fin.NumEsts AS value_amount,
+{% endblock %}

wbfdm-2.2.6/wbfdm/contrib/qa/jinja2/qa/sql/ibes/calendarized.sql

@@ -0,0 +1,37 @@
+with data as (
+    {% with financial_table="TreActRpt", value="DefActValue", only_valid=True, estimate=False %}
+        {% include 'qa/sql/ibes/financials.sql' %}
+    {% endwith %}
+
+    union
+
+    {% with financial_table="TreSumPer", value="DefMeanEst", only_valid=True, from_index=1, estimate=True %}
+        {% include 'qa/sql/ibes/financials.sql' %}
+    {% endwith %}
+)
+
+select
+    *,
+    case
+        when period_type = 'Y' and month(period_end_date) = 12 then value
+        when period_type = 'Y'
+            then month(period_end_date) * value / 12 + (12 - month(period_end_date)) * lead(value, 1) over (partition by financial, external_identifier, period_type order by period_end_date) / 12
+        when period_type = 'Q' and (
+            (interim = 1 and month(period_end_date) = 3)
+            or (interim = 2 and month(period_end_date) = 6)
+            or (interim = 3 and month(period_end_date) = 9)
+            or (interim = 4 and month(period_end_date) = 12)
+        )
+            then value
+        when period_type = 'Q'
+            then month(period_end_date) * value / 3 + (3 - month(period_end_date)) * lead(value, 1) over (partition by financial, external_identifier, period_type order by period_end_date) / 3
+
+        when period_type = 'S' and (
+            (interim = 1 and month(period_end_date) = 6)
+            or (interim = 2 and month(period_end_date) = 12)
+        )
+            then value
+        when period_type = 'S'
+            then month(period_end_date) * value / 6 + (6 - month(period_end_date)) * lead(value, 1) over (partition by financial, external_identifier, period_type order by period_end_date) / 6
+    end as _value
+from data

wbfdm-2.2.6/wbfdm/contrib/qa/jinja2/qa/sql/ibes/complete.sql

@@ -0,0 +1,9 @@
+{% with financial_table="TreActRpt", value="DefActValue", only_valid=True, estimate=False %}
+    {% include 'qa/sql/ibes/financials.sql' %}
+{% endwith %}
+
+union
+
+{% with financial_table="TreSumPer", value="DefMeanEst", only_valid=True, from_index=1, estimate=True %}
+    {% include 'qa/sql/ibes/financials.sql' %}
+{% endwith %}

wbfdm-2.2.6/wbfdm/contrib/qa/jinja2/qa/sql/ibes/estimates.sql

@@ -0,0 +1,3 @@
+{% with financial_table="TreSumPer", value="DefMeanEst", estimate=True, only_valid=True %}
+    {% include 'qa/sql/ibes/base_estimates.sql' %}
+{% endwith %}

wbfdm-2.2.6/wbfdm/contrib/qa/jinja2/qa/sql/ibes/financials.sql

@@ -0,0 +1,79 @@
+select
+    case
+        when fin.PerType = 2 then 'M'
+        when fin.PerType = 3 then 'Q'
+        when fin.PerType = 4 then 'Y'
+        when fin.PerType = 5 then 'S'
+    end as period_type,
+    convert(date, fin.ExpireDate) as valid_until,
+    fin.EstPermID as external_identifier,
+    convert(date, fin.PerEndDate) as period_end_date,
+
+    idx.FiscalYear as year,
+    idx.FiscalIndex as interim,
+    idx.PerIndex as 'index',
+
+    case
+        when (code.Description collate Latin1_General_Bin) = 'GBp' then {{ value|identifier }} * DefScale / 100
+        else {{ value | identifier }} * DefScale
+    end as value,
+
+    code.Description as currency,
+    mapping.financial as financial,
+    {% block additional_fields%}{% endblock %}
+    {% if estimate %}1{% else %}0{% endif %} as estimate,
+    'qa-ibes' as source
+
+from {{ financial_table |identifier }} as fin
+
+join TrePerIndex as idx
+    on idx.EstPermID = fin.EstPermID
+    and idx.PerType = fin.PerType
+    and idx.PerEndDate = fin.PerEndDate
+
+join stainly_financial_mapping as mapping
+    on mapping.ibes_financial = fin.Measure
+
+left join TreCode as code
+    on code.Code = fin.DefCurrPermID
+    and code.CodeType = 7
+
+where
+    fin.EffectiveDate = (
+        select max(EffectiveDate)
+        from {{ financial_table |identifier }}
+        where
+            EstPermID = fin.EstPermID
+            and PerEndDate = fin.PerEndDate
+            and PerType = fin.PerType
+            and Measure = fin.Measure
+            and (
+                ExpireDate = fin.ExpireDate
+                or (fin.ExpireDate is null and ExpireDate is null)
+            )
+    )
+
+    and fin.EstPermID in (
+        {% for instrument in instruments %}
+            {{ instrument }}{% if not loop.last %},{% endif %}
+        {% endfor %}
+    )
+
+    and mapping.financial in (
+        {% for financial in financials %}
+            {{ financial }}{% if not loop.last %},{% endif %}
+        {% endfor %}
+    )
+
+    {% if only_valid %}and fin.ExpireDate is null{% endif %}
+
+    {% if from_year %}and idx.FiscalYear >= {{ from_year }}{% endif %}
+    {% if to_year %}and idx.FiscalYear <= {{ to_year }}{% endif %}
+
+    {% if from_date %}and fin.PerEndDate >= {{ from_date }}{% endif %}
+    {% if to_date %}and fin.PerEndDate <= {{ to_date }}{% endif %}
+
+    {% if from_index or from_index == 0 %}and idx.PerIndex >= {{ from_index }}{% endif %}
+    {% if to_index or to_index == 0 %}and idx.PerIndex <= {{ to_index }}{% endif %}
+
+    {% if period_type == 'annual' %}and idx.FiscalIndex = 0{% elif period_type == 'interim' %}and idx.FiscalIndex > 0{% endif %}

wbfdm-2.2.6/wbfdm/contrib/qa/jinja2/qa/sql/instruments.sql

@@ -0,0 +1,100 @@
+SELECT
+    'qa-ds2-security' AS 'source',
+    security.DsSecCode AS 'source_id',
+    security.IsMajorSec AS 'is_primary',
+    company.DsCmpyCode AS 'parent_id',
+    coalesce(cmp_ref.PrimaryName, company.DsCmpyName) AS 'name',
+    company.CmpyCtryCode AS 'country_id',
+    exchange_qt.ISOCurrCode AS 'currency_id',
+    country_qt.TypeCode AS 'instrument_type_id',
+    rkd_instrument.ISIN AS 'isin',
+    rkd_instrument.Ticker AS 'ticker',
+    rkd_instrument.RIC AS 'refinitiv_identifier_code',
+	country_qt.DsMnem AS 'refinitiv_mnemonic_code',
+    rkd_instrument.Cusip AS 'cusip',
+    rkd_instrument.Sedol AS 'sedol',
+    filing.TxtInfo AS 'description',
+    rkd_cmp_det.Employees AS 'employees',
+    (select top 1 concat('00', phone.CtryPh, phone.City, phone.PhoneNo) from RKDFndCmpPhone AS phone where phone.Code = rkd_instrument.Code AND PhTypeCode = 1) AS 'phone',
+    (select top 1 web.URL from RKDFndCmpWebLink AS web where web.Code = rkd_instrument.Code AND web.URLTypeCode = 1) AS 'primary_url',
+    (select string_agg(web.URL, ',') from RKDFndCmpWebLink AS web where web.Code = rkd_instrument.Code AND web.URLTypeCode <> 1) AS 'additional_urls',
+    concat(rkd_cmp_det.StAdd1, ', ', rkd_cmp_det.Post, ', ', rkd_cmp_det.City) AS 'headquarter_address',
+    convert(Date, COALESCE(rkd_cmp_det.PublicSince, (SELECT MIN(MarketDate) FROM DS2PrimQtPrc WHERE InfoCode = exchange_qt.InfoCode))) AS 'inception_date',
+    convert(Date, security.DelistDate) AS 'delisted_date',
+    convert(Date, cmp_ref.LatestFinAnnDt) AS 'last_annual_report',
+    convert(Date, cmp_ref.LatestFinIntmDt) AS 'last_interim_report',
+    -- MarketData DL
+    exchange_qt.InfoCode AS 'quote_code',
+    exchange_qt.ExchIntCode AS 'exchange_code',
+    -- Fundamental DL
+    rkd_instrument.Code AS 'rkd_code',
+    -- Forecast DL
+    ibes_mapping.EstPermID AS 'ibes_code'
+
+FROM DS2Security AS security
+
+LEFT JOIN DS2Company AS company
+	ON security.DsCmpyCode = company.DsCmpyCode
+
+LEFT JOIN DS2ExchQtInfo AS exchange_qt
+    ON exchange_qt.InfoCode = security.PrimQtInfoCode
+    AND exchange_qt.IsPrimExchQt = 'Y'
+
+LEFT JOIN DS2CtryQtInfo AS country_qt
+    ON exchange_qt.InfoCode = country_qt.InfoCode
+
+LEFT JOIN vw_SecurityMappingX AS mappingX
+    ON mappingX.vencode = security.PrimQtInfoCode
+    AND mappingX.ventype = 33
+    AND mappingX.rank = 1
+    AND mappingX.StartDate = (
+        SELECT MAX(I.StartDate)
+        FROM vw_SecurityMappingX AS I
+        WHERE I.typ = mappingX.typ AND I.vencode = mappingX.vencode AND I.ventype = mappingX.ventype
+    )
+
+LEFT JOIN vw_SecurityMappingX AS mappingRKD
+    ON mappingX.seccode = mappingRKD.seccode
+    AND mappingX.typ = mappingRKD.typ
+    AND mappingRKD.ventype = 26
+    AND mappingRKD.rank = 1
+    AND mappingRKD.StartDate = (
+        SELECT MAX(I.StartDate)
+        FROM vw_SecurityMappingX AS I
+        WHERE I.typ = mappingRKD.typ AND I.vencode = mappingRKD.vencode AND I.ventype = mappingRKD.ventype
+    )
+
+LEFT JOIN RKDFndCmpRefIssue AS rkd_instrument
+    ON rkd_instrument.IssueCode = mappingRKD.vencode
+
+LEFT JOIN RKDFndCmpDet AS rkd_cmp_det
+    ON rkd_cmp_det.Code = rkd_instrument.Code
+
+LEFT JOIN RKDFndCmpRef AS cmp_ref
+    ON cmp_ref.Code = rkd_instrument.Code
+
+LEFT JOIN RKDFndCmpFiling AS filing
+    ON filing.Code = rkd_instrument.Code
+    AND filing.TxtInfoTypeCode = 2
+
+LEFT JOIN vw_IBES2Mapping AS ibes_mapping
+    ON ibes_mapping.SecCode = mappingX.seccode
+    AND ibes_mapping.typ = mappingX.typ
+    AND ibes_mapping.Exchange = (
+        CASE
+            WHEN ibes_mapping.typ = 6 THEN 0
+            WHEN ibes_mapping.typ = 1 THEN 1
+        END
+    )
+
+{% if source_id %}
+where security.DsSecCode = {{ source_id }}
+{% endif %}
+-- where company.CmpyCtryCode = 'IS'
+
+ORDER BY company.DsCmpyCode
+
+{% if (offset == 0 or offset) and batch %}
+offset {{ offset|sqlsafe }} rows
+fetch next {{ batch|sqlsafe }} rows only
+{% endif %}

wbfdm-2.2.6/wbfdm/contrib/qa/jinja2/qa/sql/quotes.sql

@@ -0,0 +1,98 @@
+SELECT
+    'qa-ds2-quote' AS 'source',
+    CONCAT(exchange_qt.InfoCode, '-', exchange_qt.ExchIntCode) AS 'source_id',
+    security.DsSecCode AS 'parent_id',
+    case
+        when exchange_qt.IsPrimExchQt = 'Y' and country_qt.IsPrimQt = 1 and security.DelistDate is null then 'Y'
+        else 'N'
+    end as is_primary,
+    coalesce(cmp_ref.PrimaryName, exchange_qt.DsQtName) AS 'name',
+    country_qt.Region AS 'country_id',
+    exchange_qt.ISOCurrCode AS 'currency_id',
+    'quote' AS 'instrument_type_id',
+    rkd_instrument.ISIN AS 'isin',
+    rkd_instrument.Ticker AS 'ticker',
+    rkd_instrument.RIC AS 'refinitiv_identifier_code',
+	country_qt.DsMnem AS 'refinitiv_mnemonic_code',
+    rkd_instrument.Cusip AS 'cusip',
+    rkd_instrument.Sedol AS 'sedol',
+    filing.TxtInfo AS 'description',
+    rkd_cmp_det.Employees AS 'employees',
+    (select top 1 concat('00', phone.CtryPh, phone.City, phone.PhoneNo) from RKDFndCmpPhone AS phone where phone.Code = rkd_instrument.Code AND PhTypeCode = 1) AS 'phone',
+    (select top 1 web.URL from RKDFndCmpWebLink AS web where web.Code = rkd_instrument.Code AND web.URLTypeCode = 1) AS 'primary_url',
+    (select string_agg(web.URL, ',') from RKDFndCmpWebLink AS web where web.Code = rkd_instrument.Code AND web.URLTypeCode <> 1) AS 'additional_urls',
+    concat(rkd_cmp_det.StAdd1, ', ', rkd_cmp_det.Post, ', ', rkd_cmp_det.City) AS 'headquarter_address',
+    convert(Date, COALESCE(rkd_cmp_det.PublicSince, (SELECT MIN(MarketDate) FROM DS2PrimQtPrc WHERE InfoCode = exchange_qt.InfoCode))) AS 'inception_date',
+	convert(Date, security.DelistDate) AS 'delisted_date',
+    convert(Date, cmp_ref.LatestFinAnnDt) AS 'last_annual_report',
+    convert(Date, cmp_ref.LatestFinIntmDt) AS 'last_interim_report',
+    -- MarketData DL
+    exchange_qt.InfoCode AS 'quote_code',
+    exchange_qt.ExchIntCode AS 'exchange_code',
+    -- Fundamental DL
+    rkd_instrument.Code AS 'rkd_code',
+    -- Forecast DL
+    ibes_mapping.EstPermID AS 'ibes_code'
+
+FROM DS2ExchQtInfo AS exchange_qt
+
+LEFT JOIN DS2CtryQtInfo AS country_qt
+    ON exchange_qt.InfoCode = country_qt.InfoCode
+
+LEFT JOIN DS2Security AS security
+    ON country_qt.DsSecCode = security.DsSecCode
+
+LEFT JOIN vw_SecurityMappingX AS mappingX
+    ON mappingX.vencode = security.PrimQtInfoCode
+    AND mappingX.ventype = 33
+    AND mappingX.rank = 1
+    AND mappingX.StartDate = (
+        SELECT MAX(I.StartDate)
+        FROM vw_SecurityMappingX AS I
+        WHERE I.typ = mappingX.typ AND I.vencode = mappingX.vencode AND I.ventype = mappingX.ventype
+    )
+
+LEFT JOIN vw_SecurityMappingX AS mappingRKD
+    ON mappingX.seccode = mappingRKD.seccode
+    AND mappingX.typ = mappingRKD.typ
+    AND mappingRKD.ventype = 26
+    AND mappingRKD.rank = 1
+    AND mappingRKD.StartDate = (
+        SELECT MAX(I.StartDate)
+        FROM vw_SecurityMappingX AS I
+        WHERE I.typ = mappingRKD.typ AND I.vencode = mappingRKD.vencode AND I.ventype = mappingRKD.ventype
+	)
+
+LEFT JOIN RKDFndCmpRefIssue AS rkd_instrument
+    ON rkd_instrument.IssueCode = mappingRKD.vencode
+
+LEFT JOIN RKDFndCmpDet AS rkd_cmp_det
+    ON rkd_cmp_det.Code = rkd_instrument.Code
+
+LEFT JOIN RKDFndCmpRef AS cmp_ref
+    ON cmp_ref.Code = rkd_instrument.Code
+
+LEFT JOIN RKDFndCmpFiling AS filing
+    ON filing.Code = rkd_instrument.Code
+    AND filing.TxtInfoTypeCode = 2
+
+LEFT JOIN vw_IBES2Mapping AS ibes_mapping
+    ON ibes_mapping.SecCode = mappingX.seccode
+    AND ibes_mapping.typ = mappingX.typ
+    AND ibes_mapping.Exchange = (
+        CASE
+            WHEN ibes_mapping.typ = 6 THEN 0
+            WHEN ibes_mapping.typ = 1 THEN 1
+        END
+    )
+
+{% if source_id %}
+where CONCAT(exchange_qt.InfoCode, '-', exchange_qt.ExchIntCode) = {{ source_id }}
+{% endif %}
+
+ORDER BY exchange_qt.InfoCode, exchange_qt.ExchIntCode
+
+{% if (offset == 0 or offset) and batch %}
+offset {{ offset|sqlsafe }} rows
+fetch next {{ batch|sqlsafe }} rows only
+{% endif %}