def get_data(
self,
id,
curncy="",
multiplier=1,
settlement_delay=2,
security_type=1,
sector=None,
sectorid=None,
group=None,
groupid=None,
industry_code=None,
commit=True,
**kwargs
):
if not industry_code:
# TODO remove thid import and obtain moel from self.model
from jflow.db.instdata.models import IndustryCode as secmodel
# secmodel = self.model._name_map.get('industry_code')[0]
industry_code = secmodel.objects.create(sector, sectorid, group, groupid)
if industry_code:
industry_code = industry_code.id
data = super(EquityManager, self).get_data(id, **kwargs)
data.update(
{
"industry_code": industry_code,
"curncy": convert("curncy", curncy),
"multiplier": self.safefloat(multiplier, 1),
"settlement_delay": self.safeint(settlement_delay, 2),
"security_type": convert("security_type", security_type),
}
)
return data
def get_or_create(self,
commit = True,
type = None,
country = None,
default_vendor = None,
**kwargs):
'''
Override get_or_create.
kwargs must contain:
code
country
default_vendor
Optional
type
tags
'''
code = kwargs.pop('code',None)
if not code:
raise ValueError('cannot add data id, code not specified')
code = slugify(code.upper())
id = None
try:
id = self.get(code = code)
created = False
if default_vendor:
default_vendor = convert('vendor', default_vendor)
except:
isin = kwargs.get('isin',None)
if isin:
id = self.filter(isin = isin)
if id.count() == 1:
id = id[0]
created = False
elif id:
return None,False
else:
id = None
if not id:
id = None
default_vendor = convert('vendor', default_vendor or settings.DEFAULT_VENDOR_FOR_SITE)
created = True
if default_vendor:
default_vendor = default_vendor.id
ct, model = self.ctmodel(type)
country = convert('country', country)
model = model or self.model
id = model.objects.create(id,
commit = commit,
code = code,
country = country,
default_vendor = default_vendor,
**kwargs)
return id,created
def get_data(self, id,
curncy = '',
value_date = None,
**kwargs):
data = super(FwdCashManager,self).get_data(id, **kwargs)
value_date = convert('bonddate',value_date)
data.update({'curncy': convert('curncy',curncy),
'value_date': value_date})
return data
def get_or_create(self, commit=True, type=None, country=None, default_vendor=None, **kwargs):
"""
Override get_or_create.
kwargs must contain:
code
country
default_vendor
Optional
type
tags
"""
code = kwargs.pop("code", None)
if not code:
raise ValueError("cannot add data id, code not specified")
code = slugify(code.upper())
id = None
try:
id = self.get(code=code)
created = False
if default_vendor:
default_vendor = convert("vendor", default_vendor)
except:
isin = kwargs.get("isin", None)
if isin:
id = self.filter(isin=isin)
if id.count() == 1:
id = id[0]
created = False
elif id:
return None, False
else:
id = None
if not id:
id = None
default_vendor = convert("vendor", default_vendor or settings.DEFAULT_VENDOR_FOR_SITE)
created = True
if default_vendor:
default_vendor = default_vendor.id
ct, model = self.ctmodel(type)
country = convert("country", country)
model = model or self.model
id = model.objects.create(
id, commit=commit, code=code, country=country, default_vendor=default_vendor, **kwargs
)
return id, created
def get_data(
self,
id,
curncy="",
bondclass__code=None,
collateral_type=None,
announce_date=None,
first_settle_date=None,
first_coupon_date=None,
accrual_date=None,
maturity_date=None,
multiplier=None,
settlement_delay=None,
coupon=None,
month_frequency=0,
day_count=None,
callable=False,
putable=False,
commit=True,
**kwargs
):
data = super(BondManager, self).get_data(id, **kwargs)
ccy = convert("curncy", curncy)
bck = {}
for k, v in kwargs.items():
ks = k.split("__")
if len(ks) == 2 and ks[0] == "bondclass":
bck[ks[1]] = v
bc = bck.pop("bondcode", None)
co = data.get("country", None)
bc = convert("bondclass", bc, curncy=ccy, country=co, **bck)
data.update(
{
"curncy": ccy,
"bond_class": bc.id,
"announce_date": convert("bonddate", announce_date),
"first_settle_date": convert("bonddate", first_settle_date),
"first_coupon_date": convert("bonddate", first_coupon_date),
"accrual_date": convert("bonddate", accrual_date),
"maturity_date": convert("bonddate", maturity_date),
"collateral_type": convert("collateral", collateral_type).id,
"multiplier": self.safefloat(multiplier, 0.01),
"settlement_delay": self.safeint(settlement_delay, 3),
"coupon": self.safefloat(coupon, 0),
"month_frequency": self.safeint(month_frequency, 0),
"day_count": convert("daycount", day_count),
"callable": callable,
"putable": putable,
}
)
return data
def get_data(self, id,
first_trade_date,
last_trade_date,
first_notice_date,
first_delivery_date,
last_delivery_date,
**kwargs):
BLB = kwargs.get('BLB' , None)
data = super(FutureManager,self).get_data(id, **kwargs)
contract = convert('future_contract', BLB)
data.update({'contract' : contract.id,
'country' : contract.country,
'exchange' : contract.exchange.id,
'first_trade' : DateFromBlbString(first_trade_date),
'last_trade' : DateFromBlbString(last_trade_date),
'first_notice' :DateFromBlbString(first_notice_date),
'first_delivery':DateFromBlbString(first_delivery_date),
'last_delivery':DateFromBlbString(last_delivery_date),
})
return data
def get_data(self, id, curncy = '', multiplier = 1,
settlement_delay = 2, **kwargs):
data = super(EtfManager,self).get_data(id, **kwargs)
data.update({'curncy': convert('curncy',curncy),
'multiplier': self.safefloat(multiplier,1),
'settlement_delay': self.safeint(settlement_delay,2)})
return data
def get_data(
self,
id,
first_trade_date,
last_trade_date,
first_notice_date,
first_delivery_date,
last_delivery_date,
**kwargs
):
BLB = kwargs.get("BLB", None)
data = super(FutureManager, self).get_data(id, **kwargs)
contract = convert("future_contract", BLB)
data.update(
{
"contract": contract.id,
"country": contract.country,
"exchange": contract.exchange.id,
"first_trade": DateFromBlbString(first_trade_date),
"last_trade": DateFromBlbString(last_trade_date),
"first_notice": DateFromBlbString(first_notice_date),
"first_delivery": DateFromBlbString(first_delivery_date),
"last_delivery": DateFromBlbString(last_delivery_date),
}
)
return data
def get_data(self, id, CUSIP="", SEDOL="", exchange="", **kwargs):
data = super(SecurityManager, self).get_data(id, **kwargs)
exchange = convert("exchange", exchange)
if exchange:
exchange = exchange.id
data.update({"CUSIP": CUSIP, "SEDOL": SEDOL, "exchange": exchange})
return data
def get_data(self, id,
curncy = '',
cash_type = 1,
extended = '',
**kwargs):
data = super(CashManager,self).get_data(id, **kwargs)
data.update({'curncy': convert('curncy',curncy),
'cash_type': cash_type,
'extended': extended})
return data
def get_data(self, id,
curncy = '',
bondclass__code = None,
collateral_type = None,
announce_date = None,
first_settle_date = None,
first_coupon_date = None,
accrual_date = None,
maturity_date = None,
multiplier = None,
settlement_delay = None,
coupon = None,
month_frequency = 0,
day_count = None,
callable = False,
putable = False,
commit = True,
**kwargs):
data = super(BondManager,self).get_data(id, **kwargs)
ccy = convert('curncy',curncy)
bck = {}
for k,v in kwargs.items():
ks = k.split('__')
if len(ks) == 2 and ks[0] == 'bondclass':
bck[ks[1]] = v
bc = bck.pop('bondcode',None)
co = data.get('country',None)
bc = convert('bondclass',bc,curncy=ccy,country=co,**bck)
data.update({'curncy': ccy,
'bond_class': bc.id,
'announce_date': convert('bonddate',announce_date),
'first_settle_date': convert('bonddate',first_settle_date),
'first_coupon_date': convert('bonddate',first_coupon_date),
'accrual_date': convert('bonddate',accrual_date),
'maturity_date': convert('bonddate',maturity_date),
'collateral_type': convert('collateral',collateral_type).id,
'multiplier': self.safefloat(multiplier,0.01),
'settlement_delay': self.safeint(settlement_delay,3),
'coupon': self.safefloat(coupon,0),
'month_frequency': self.safeint(month_frequency, 0),
'day_count': convert('daycount',day_count),
'callable': callable,
'putable': putable,
})
return data
def get_data(self, id, CUSIP = '',
SEDOL = '', exchange = '', **kwargs):
data = super(SecurityManager,self).get_data(id, **kwargs)
exchange = convert('exchange', exchange)
if exchange:
exchange = exchange.id
data.update({'CUSIP': CUSIP,
'SEDOL': SEDOL,
'exchange': exchange})
return data
def get_data(self, id, curncy="", multiplier=1, settlement_delay=2, security_type=1, commit=True, **kwargs):
data = super(FundManager, self).get_data(id, **kwargs)
data.update(
{
"curncy": convert("curncy", curncy),
"multiplier": self.safefloat(multiplier, 1),
"settlement_delay": self.safeint(settlement_delay, 2),
}
)
return data
def get_data(self, id, curncy = '', multiplier = 1,
settlement_delay = 2, security_type = 1,
sector = None, sectorid = None,
group = None, groupid = None,
industry_code = None,
commit = True, **kwargs):
if not industry_code:
#TODO remove thid import and obtain moel from self.model
from jflow.db.instdata.models import IndustryCode as secmodel
#secmodel = self.model._name_map.get('industry_code')[0]
industry_code = secmodel.objects.create(sector, sectorid, group, groupid)
if industry_code:
industry_code = industry_code.id
data = super(EquityManager,self).get_data(id, **kwargs)
data.update({'industry_code': industry_code,
'curncy': convert('curncy',curncy),
'multiplier': self.safefloat(multiplier,1),
'settlement_delay': self.safeint(settlement_delay,2),
'security_type': convert('security_type',security_type)})
return data
def get_data(self, id, curncy="", value_date=None, **kwargs):
data = super(FwdCashManager, self).get_data(id, **kwargs)
value_date = convert("bonddate", value_date)
data.update({"curncy": convert("curncy", curncy), "value_date": value_date})
return data
def get_data(self, id, curncy="", cash_type=1, extended="", **kwargs):
data = super(CashManager, self).get_data(id, **kwargs)
data.update({"curncy": convert("curncy", curncy), "cash_type": cash_type, "extended": extended})
return data
