wbreport 2.2.1__py2.py3-none-any.whl

wbreport/defaults/factsheets/menu.py

@@ -0,0 +1,93 @@
+from typing import Any, Dict
+
+from django.db import models
+from django.template.loader import get_template
+from rest_framework.reverse import reverse
+from wbportfolio.models import Instrument
+from wbreport.mixins import ReportMixin
+
+from .mixins import FactsheetReportMixin
+
+
+class ReportClass(FactsheetReportMixin, ReportMixin):
+    HTML_TEMPLATE_FILE = "report/factsheet_menu.html"
+
+    @classmethod
+    def generate_html(cls, context: Dict[str, Any]) -> str:
+        template = get_template(cls.HTML_TEMPLATE_FILE)
+        return template.render(context)
+
+    generate_file = None
+
+    # @classmethod
+    # def generate_file(cls, context: Dict[str, Any]):
+    #     return None
+
+    @classmethod
+    def get_context(cls, version: models.Model) -> Dict[str, Any]:
+        parameters = cls.parse_parameters(version.parameters)
+        end = parameters["end"]
+        products = []
+        benchmarks = {}
+        parent_report = version.report
+
+        for report in parent_report.child_reports.filter(is_active=True, parameters__is_private=False).order_by(
+            "object_id"
+        ):
+            product = report.content_object
+            if product.get_prices().exists() and (
+                report_version := report.versions.filter(parameters=parameters).first()
+            ):
+                latest_price = product.get_latest_valid_price(end)
+                table = {}
+                # if product.ticker:
+                #     table["ticker"] = product.ticker
+                table["url"] = reverse("public_report:report_version", args=[report_version.lookup])
+                table["title"] = product.title
+                table["currency"] = product.currency.key
+                table["isin"] = product.isin
+                table["price"] = float(latest_price.net_value)
+                table["launch_date"] = product.inception_date
+                table["bank_title"] = product.bank.title
+                if report.logo_file:
+                    table["logo_file"] = report.logo_file
+                table["color"] = report.base_color
+                product_perfs = product.get_last_performance_summary(end=latest_price.date).to_dict("records")[0]
+                table["product_perf"] = product_perfs
+
+                benchmarks_perf = {}
+                # First element is the primary benchmark
+
+                ordered_benchmarks_ids = product.to_benchmarks.order_by("-is_primary").values_list(
+                    "benchmark", flat=True
+                )
+                if len(ordered_benchmarks_ids) > 0:
+                    for benchmark_id in ordered_benchmarks_ids:
+                        instrument = Instrument.objects.get(id=benchmark_id)
+                        if instrument.id not in benchmarks:
+                            benchmarks[instrument.id] = instrument.get_prices_df(from_date=latest_price.date)
+                        tmp_val = benchmarks[instrument.id].truncate(
+                            before=product.inception_date, after=latest_price.date
+                        )
+                        benchmark_perf = {"daily": None, "monthly": None, "yearly": None, "inception": None}
+                        if not tmp_val.empty:
+                            benchmark_daily = Instrument.extract_daily_performance_df(tmp_val).performance.iloc[-1]
+                            benchmark_monthly = Instrument.extract_monthly_performance_df(tmp_val).performance.iloc[-1]
+                            benchmark_yearly = Instrument.extract_annual_performance_df(tmp_val).performance.iloc[-1]
+                            benchmark_inception = Instrument.extract_inception_performance_df(tmp_val)
+                            benchmark_perf = {
+                                "daily": product_perfs["daily"] - benchmark_daily,
+                                "monthly": product_perfs["monthly"] - benchmark_monthly,
+                                "yearly": product_perfs["yearly"] - benchmark_yearly,
+                                "inception": product_perfs["inception"] - benchmark_inception,
+                            }
+                        benchmarks_perf[instrument.title] = benchmark_perf
+
+                    primary_benchmark = Instrument.objects.get(id=ordered_benchmarks_ids[0])
+
+                    table["reference_name"] = primary_benchmark.title
+                    table["reference_perf"] = benchmarks_perf.pop(primary_benchmark.title)
+                    table["benchmark_perf"] = benchmarks_perf
+
+                products.append(table)
+        return {"products": products, "title": parent_report.title, "date": end}

wbreport/defaults/factsheets/mixins.py

@@ -0,0 +1,35 @@
+from calendar import monthrange
+from datetime import date, datetime, timedelta
+from typing import Any, Dict
+
+
+class FactsheetReportMixin:
+    @classmethod
+    def get_version_title(cls, report_title: str, parameters: Dict[str, Any]) -> str:
+        parameters = cls.parse_parameters(parameters)
+        end = parameters["end"]
+        return f'{report_title} - {end.strftime("%b %Y")}'
+
+    @classmethod
+    def parse_parameters(cls, parameters: Dict[str, str]) -> Dict[str, Any]:
+        return {
+            "start": datetime.strptime(parameters["start"], "%Y-%m-%d"),
+            "end": datetime.strptime(parameters["end"], "%Y-%m-%d"),
+        }
+
+    @classmethod
+    def get_next_parameters(cls, parameters: Dict[str, str]) -> Dict[str, str]:
+        parameters = cls.parse_parameters(parameters)
+        end = parameters["end"]
+        start = end
+        next_month = end.month + 1
+        next_year = end.year
+        if next_month > 12:
+            next_month = 1
+            next_year += 1
+        end = date(next_year, next_month, day=monthrange(next_year, next_month)[1])
+
+        while end.weekday() in [5, 6]:  # Mon-Fri are 0-4
+            end -= timedelta(days=1)
+
+        return {"start": start.strftime("%Y-%m-%d"), "end": end.strftime("%Y-%m-%d")}