def create_expenses(parent_operation, account, information):
expenses = ['fees', 'tax', 'commission']
for expense in expenses:
if information[expense]!=0.0:
operation = FinancialOperation()
operation.name = parent_operation.name + ' (' + expense + ')'
operation.short_name = parent_operation.name + ' (' + expense + ')'
operation.status = parent_operation.status
operation.operation_type = Attributes.objects.get(identifier='OPE_TYPE_' + expense.upper(), active=True)
operation.creation_date = parent_operation.creation_date
operation.operator = None
operation.validator = None
operation.source = account
operation.target = None
operation.spot = 1.0
operation.repository = None
operation.quantity = None
operation.amount = -abs(information[expense])
operation.price = None
operation.operation_date = parent_operation.operation_date
operation.operation_pnl = 0.0
operation.value_date = parent_operation.value_date
operation.termination_date = parent_operation.termination_date
operation.associated_operation = operation
operation.save()
def create_transfer(container, source, target, details, label):
current_account_type = Attributes.objects.get(identifier='ACC_CURRENT', active=True)
operation = FinancialOperation()
operation.name = label if label!=None else generate_spot_movement_label(source, target, details)
operation.short_name = generate_spot_movement_short_label(source, target, details)
operation.status = Attributes.objects.get(identifier='OPE_STATUS_EXECUTED', active=True) if not details.has_key('status') else details['status']
operation.operation_type = Attributes.objects.get(identifier='OPE_TYPE_INTERNAL_TRANSFER')
operation.creation_date = details['operation_date']
operation.operator = None
operation.validator = None
operation.source = get_account(container, source, current_account_type)
operation.target = get_account(container, target, current_account_type)
operation.spot = None
operation.repository = None
operation.quantity = None
operation.amount = get_cash_movement_amount(source, target, details)
operation.price = None
operation.operation_date = details['trade_date']
operation.operation_pnl = 0.0
operation.value_date = details['value_date']
operation.termination_date = details['value_date']
operation.associated_operation = None
operation.save()
create_expenses(operation, operation.source, details['source_expenses'])
create_expenses(operation, operation.target, details['target_expenses'])
return operation
def create_investment(container, source, target, details, label):
current_account_type = Attributes.objects.get(identifier='ACC_CURRENT', active=True)
operation = FinancialOperation()
operation.name = label if label!=None else generate_investment_label(target, details)
operation.short_name = generate_investment_short_label(target, details)
operation.status = Attributes.objects.get(identifier='OPE_STATUS_EXECUTED', active=True) if not details.has_key('status') else details['status']
operation.operation_type = generate_investment_type(source, target, details)
operation.creation_date = details['operation_date']
operation.operator = None
operation.validator = None
operation.source = None
operation.target = get_account(container, target, current_account_type) if target!=None else None
operation.spot = None
operation.repository = None
operation.quantity = None
operation.amount = target['quantity'] * target['price'] * (1.0 if details['operation']=='BUY' else -1.0)
operation.price = None
operation.operation_date = details['trade_date']
operation.operation_pnl = 0.0
operation.value_date = details['value_date']
operation.termination_date = details['value_date']
operation.associated_operation = None
operation.save()
create_expenses(operation, operation.target, details['target_expenses'])
return operation
def create_security_credit(container, source, target, details, label, is_dividend=True):
current_account_type = Attributes.objects.get(identifier='ACC_CURRENT', active=True)
operation_type = Attributes.objects.get(identifier='OPE_TYPE_DIVIDEND' if is_dividend else 'OPE_TYPE_COUPON', active=True)
operation = FinancialOperation()
operation.name = ('Dividends' if operation_type.identifier=='OPE_TYPE_DIVIDEND' else 'Coupon') + ' on security ' + target['security'].name + ' of ' + str(target['price']) + ' per share'
operation.short_name =('Dividends' if operation_type.identifier=='OPE_TYPE_DIVIDEND' else 'Coupon') + ' on security ' + target['security'].name
operation.status = Attributes.objects.get(identifier='OPE_STATUS_EXECUTED', active=True) if not details.has_key('status') else details['status']
operation.operation_type = operation_type
operation.creation_date = details['operation_date']
operation.operator = None
operation.validator = None
operation.source = get_account(container, details, current_account_type)
operation.target = target['security']
operation.spot = details['spot_rate']
operation.repository = None
divisor = get_price_divisor(target['security'])
operation.quantity = target['quantity']
operation.amount = target['quantity'] * target['price'] * details['spot_rate'] / divisor
operation.price = target['price']
operation.operation_date = details['trade_date']
operation.operation_pnl = operation.amount
operation.value_date = details['value_date']
operation.termination_date = details['value_date']
operation.associated_operation = None
operation.save()
create_expenses(operation, operation.source, details['source_expenses'])
create_expenses(operation, operation.source, details['target_expenses'])
return operation
def create_security_movement(container, source, target, details, label):
current_account_type = Attributes.objects.get(identifier='ACC_CURRENT', active=True)
security_account_type = Attributes.objects.get(identifier='ACC_SECURITY', active=True)
operation = FinancialOperation()
operation.name = label if label!=None else generate_security_movement_label(target, details)
operation.short_name = generate_security_movement_short_label(target, details)
operation.status = Attributes.objects.get(identifier='OPE_STATUS_EXECUTED', active=True) if not details.has_key('status') else details['status']
operation.operation_type = generate_security_movement_operation_type(details)
operation.creation_date = details['operation_date']
operation.operator = None
operation.validator = None
operation.source = get_account(container, details, current_account_type) if details['impact_pnl'] else None
operation.target = target['security']
if operation.target.status.identifer!='STATUS_ACTIVE':
# Status cannot be executed on a pending security
operation.status = Attributes.objects.get(identifier='OPE_STATUS_PENDING', active=True) if not details.has_key('status') else details['status']
operation.spot = details['spot_rate']
operation.repository = get_account(container, details, security_account_type)
operation.quantity = target['quantity']
used_price = target['price']
if not details['impact_pnl'] and (used_price==None or used_price==0.0):
track = get_main_track_content(target['security'])
value = get_closest_value(track, dt.strptime(details['trade_date'], '%Y-%m-%d'))
if value==None:
LOGGER.warn(target['security'].name + " - Transaction does not have a correct price but no valid price could be found.")
used_price = 0.0
else:
LOGGER.warn(target['security'].name + " - Transaction does not have a correct price but a valid price could be found.")
used_price = value['value']
divisor = get_price_divisor(target['security'])
operation.amount = (target['quantity'] * used_price * details['spot_rate']) / divisor
operation.price = target['price']
operation.operation_date = details['trade_date']
operation.operation_pnl = 0.0
operation.value_date = details['value_date']
operation.termination_date = details['value_date']
operation.associated_operation = None
operation.save()
if details['impact_pnl']:
create_expenses(operation, operation.source, details['source_expenses'])
create_expenses(operation, operation.source, details['target_expenses'])
if details.has_key('accrued_interest'):
if details['accrued_interest'].has_key('source') and details['accrued_interest']['source']!=None and details['accrued_interest']['source']!=0.0:
create_accrued(operation, operation.source, details['accrued_interest']['source'])
if details['accrued_interest'].has_key('target') and details['accrued_interest']['target']!=None and details['accrued_interest']['target']!=0.0:
create_accrued(operation, operation.source, details['accrued_interest']['target'])
return operation
def create_accrued(parent_operation, account, information):
operation = FinancialOperation()
operation.name = parent_operation.name + ' (interest re-payment)'
operation.short_name = parent_operation.name + ' (interest re-payment)'
operation.status = parent_operation.status
operation.operation_type = Attributes.objects.get(identifier='OPE_TYPE_ACCRUED_PAYMENT', active=True)
operation.creation_date = parent_operation.creation_date
operation.operator = None
operation.validator = None
operation.source = account
operation.target = None
operation.spot = 1.0
operation.repository = None
operation.quantity = None
operation.amount = information
operation.price = None
operation.operation_date = parent_operation.operation_date
operation.operation_pnl = 0.0
operation.value_date = parent_operation.value_date
operation.termination_date = parent_operation.termination_date
operation.associated_operation = operation
operation.save()
def create_forward_operation(container, source, target, details, label):
current_account_type = Attributes.objects.get(identifier='ACC_CURRENT', active=True)
forward_account_type = Attributes.objects.get(identifier='ACC_FORWARD', active=True)
open_operation = FinancialOperation()
open_operation.name = "[OPEN] " + label if label!=None else generate_forward_open_label(source, target, details)
open_operation.short_name = generate_forward_open_short_label(source, target, details)
open_operation.status = Attributes.objects.get(identifier='OPE_STATUS_EXECUTED', active=True) if not details.has_key('status') else details['status']
open_operation.operation_type = generate_spot_movement_operation_type(source, target, details)
open_operation.creation_date = details['operation_date']
open_operation.operator = None
open_operation.validator = None
open_operation.source = get_account(container, source, forward_account_type)
open_operation.target = get_account(container, target, forward_account_type)
open_operation.spot = details['spot_rate']
open_operation.repository = None
open_operation.quantity = None
open_operation.amount = get_forward_amount(source, details)
open_operation.price = None
open_operation.operation_date = details['trade_date']
open_operation.operation_pnl = 0.0
open_operation.value_date = details['trade_date']
open_operation.termination_date = details['trade_date']
open_operation.associated_operation = None
open_operation.save()
create_expenses(open_operation, open_operation.source, details['source_expenses'])
create_expenses(open_operation, open_operation.target, details['target_expenses'])
close_operation = FinancialOperation()
close_operation.name = "[CLOSE] " + label if label!=None else generate_forward_close_label(source, target, details)
close_operation.short_name = generate_forward_close_short_label(source, target, details)
close_operation.status = Attributes.objects.get(identifier='OPE_STATUS_EXECUTED', active=True) if not details.has_key('status') else details['status']
close_operation.operation_type = generate_spot_movement_operation_type(target, source, details)
close_operation.creation_date = details['operation_date']
close_operation.operator = None
close_operation.validator = None
close_operation.source = get_account(container, source, forward_account_type)
close_operation.target = get_account(container, target, forward_account_type)
close_operation.spot = details['spot_rate']
close_operation.repository = None
close_operation.quantity = None
close_operation.amount = -get_forward_amount(source, details)
close_operation.price = None
close_operation.operation_date = details['value_date']
close_operation.operation_pnl = 0.0
close_operation.value_date = details['value_date']
close_operation.termination_date = details['value_date']
close_operation.associated_operation = None
close_operation.save()
spot_operation = FinancialOperation()
spot_operation.name = "[FWD EXEC] " + label if label!=None else generate_forward_open_label(source, target, details)
spot_operation.short_name = generate_forward_open_short_label(source, target, details)
spot_operation.status = Attributes.objects.get(identifier='OPE_STATUS_EXECUTED', active=True) if not details.has_key('status') else details['status']
spot_operation.operation_type = generate_spot_movement_operation_type(source, target, details)
spot_operation.creation_date = details['operation_date']
spot_operation.operator = None
spot_operation.validator = None
# Clean account ids
source['account_id'] = None
target['account_id'] = None
spot_operation.source = get_account(container, source, current_account_type)
spot_operation.target = get_account(container, target, current_account_type)
spot_operation.spot = details['spot_rate'] if details['operation']=='BUY' else 1.0/details['spot_rate']
spot_operation.repository = None
spot_operation.quantity = None
spot_operation.amount = -get_forward_amount(source, details)
spot_operation.price = None
spot_operation.operation_date = details['trade_date']
spot_operation.operation_pnl = 0.0
spot_operation.value_date = details['value_date']
spot_operation.termination_date = details['value_date']
spot_operation.associated_operation = None
spot_operation.save()